Place the onion on one half of the pasty, leaving a border around the edge. Top with the cheese and a little thyme, and brush the edges with egg glaze.
Fold the uncovered half over to cover the cheese, press the edges together to form a good seal and knock up the edges with a sharp knife. Make two slits in the top of the pasty and brush with egg glaze. Scatter with further thyme and bake for 15 minutes until pastry is risen and golden.