Preheat oven to gas mark 6/200C (180C in a fan oven). Roll out pastry on a lightly floured board. Press out 6 circles, using a small plate as a template to cut around and then put to one side.
In a bowl, mix together PEK, cheese, pickled onions and parsley, then season with freshly ground black pepper. Divide the mixture between pastry rounds, spreading it in the centre. Dab water around edge of each pastry circle, then fold it over crimping the edges together with your fingers like a Cornish pasty.
Make slits in pastry for air holes, brush liberally with egg wash and sit on a baking sheet. Cook in oven for about 20 minutes or until golden, then remove and transfer to a plate until ready to eat.