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Prepare the pastry:
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Finely chop the chilis in the food processor. Add the flour, butter, Cheddar, smoked paprika, and salt.
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Process until the mixture resembles a coarse meal.
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Add the eggs and process just until the dough comes together. If it is particularly dry weather, you may add a tablespoon of water to help moisten, but no more, the dough will look a little dry but will come together.
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Divide the dough into halves and flatten into disks. Wrap each half in plastic wrap and refrigerate several hours or overnight.
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While the dough is chilling, prepare the filling to chill along with the dough.
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In a medium bowl, combine together the cream cheese, shredded cheese, garlic powder, onion powder, mayonnaise, and salt and pepper pinches.
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Thoroughly blend the mixture together.
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Cover and chill with the dough.
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When you are ready to assemble the pastries:
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Line a couple of baking sheets with Silpat, parchment, or spray with cooking spray.
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Beat the egg and water together in a small bowl and set aside.
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Roll out half of the chilled dough 1/8-inch-thick on a lightly floured surface. Or, if you have space, you can roll out the entire dough first before filling.
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With a round cookie cutter about 2 1⁄2 inches in diameter, cut out as many circles as possible from the dough. You can reroll the scraps to make more circles. This dough can be somewhat forgiving.
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Brush half of the dough circles with the beaten egg mixture.
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To make the pasties, put a tablespoon of filling in the center of the remaining dough circles.
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Cover each filled circle with a brushed egg circle facing down and seal by pressing the edges together with a fork's times. Try and seal the edges well as they will leak out if not properly sealed.
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Place the filled pastries onto the prepared baking sheets spaced 1-2 inches apart.
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Repeat with the second half of the dough.
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The pastries can then be baked immediately, or at this point, the pastries can be covered and chilled for baking up to a day later. They also freeze beautifully.
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When ready to bake, preheat the oven to 350°.
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Brush the pastries with more of the beaten egg mixture. If you have waited to bake the pastries, beat another egg with a tablespoon of water and glaze tops at the time of baking.
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Bake the pastries in the oven until light golden brown, about 20 minutes. Try not to over bake them as they will taste burnt.
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Let cool briefly and serve hot.