Start by preparing the caramelised onions. Heat the olive oil over a medium heat in a large frying pan. Add the sliced onion. Stir well and lower the heat. Fry for 30 minutes, stirring occasionally.
Add the sugar, balsamic vinegar, and thyme leaves. Fry for a further 20-30 minutes until the onions are nicely caramelised, stirring occasionally. Remove from the heat and set aside to cool.
Preheat the oven to 190℃/170℃ fan (375℉/340℉).
Take your filo pastry squares and cover them with a tea towel to prevent them from drying out. Take three squares of filo pastry and brush them with melted butter. Arrange the squares on top of each other to create a 12 pointed star.
Place a tablespoon of caramelised onions in the centre of the star and top with a slice (1/14th) of the goat's cheese. Fold the pastry into the centre and twist it together to create a parcel shape. Repeat with the remaining ingredients until you have 14 parcels.
Arrange the parcels on a lined baking tray. Brush each parcel with a little more melted butter.
Bake for 22-24 minutes until the pastry is golden brown. These taste best eaten on the day they are made.
