Defrost the puff pastry according to the instructions on the package. Peel the onions and cut in thin slices. In a saucepan, add the onions and olive oil, and saute for approx. 10 min, stirring regularly. Then, add the wine, balsamic vinegar, sugar and a little salt. Lower the heat and cook for approx. 30 min,
or until the onions absorb their juices and turn golden brown. Empty the caramelized onions in a bowl and leave them aside to cool down a little. Once cool, add the feta cheese, parmigiano, thyme and a little pepper, and stir. Divide the mixture at the center of each sheet. Bake the small pies you have prepared according to the instructions in a preheated oven at 200°C for approx. 25-30 min.

For the small pies:

Defrost the puff pastry according to the instructions. Open the puff pastry leaves on the kitchen worktop and carve each one into 4 horizontal parts and 4 vertical parts, creating 32 oblong pastry pieces.

Lay a baking pan with baking paper, and place the 32 pastry pieces in order. Spread the mixture at the center of each sheet.

Fold diagonally and press the edges with a fork, so that they get stuck together. Beat the egg yolk with 1-2 tbsp water and smear the surface.