Dice the chicken. Chop the onion and deseed and dice the peppers. Slice the mushrooms thinly. Cook the vegetables in the oil for a few minutes. Cool.

Dice the Cheddar. Mix together all the ingredients, add the parsley and season to taste.

Roll out the pastry to a 38 x 25-cm/15 x 1 0-in rectangle and cut into six 13 cm (5 in) squares.

Spoon the chicken filling into the centre of each, dampen the edges with a little water and fold over to make a triangle. Press the edges well to seal and brush with beaten egg.

Place on a greased baking tray and bake in a moderately hot oven for 35 - 40 minutes.

If you have a fairly new baking tray, or good nonstick one, there is no need to grease it for puff pastry. Instead dampen the surface with water and the steam during cooking will help the pastry puff.