Heat the oven to 200C/180C fan/gas 6. Mix the cheeses together. Mix through the pickle and English mustard powder. Unravel the pastry on a lightly floured surface, spread the cheese mixture over and tightly roll into a sausage shape from the longest side. Trim off the ends. Cut into 10 rounds and put on a lined baking sheet (swirl-side up), brush with the egg and bake for 15-20 mins or until golden brown. Leave to cool a little before eating.