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Mix the flour, yeast and cheese in a bowl. Add 3 tbsp of the oil and about 300ml (½pt) of hand-hot water. Mix to a soft, but not too sticky, dough. Turn out onto a lightly floured surface and knead for about 10 minutes or until the dough is smooth and elastic. Put in a lightly oiled bowl, cover with a clean tea-towel and leave to rise beside the Aga for about 1 hour or until the dough has doubled in size.
To make the filling: heat 3tbsp of oil in a large frying pan and stir in the onions and caster sugar. Fry on the Simmering Plate (or on the floor of the Roasting Oven) for about 15 minutes, turning frequently, until the onions are soft and lightly caramelised. Add a tablespoon of the thyme and the garlic to the pan and plenty of black pepper. Cook, stirring, for a couple of minutes. Spread over a baking sheet to cool.
Grease a large baking sheet. Knock back the risen dough and turn it out onto a floured surface. Divide the dough into three. Roll each piece into a long, thin strip, measuring about 35cm x 10cm (14 x 4ins). Spoon the filling down the middle of each strip. Lightly dampen one long side of each strip and then bring the sides up over the filling, pinching the dough firmly together. Turn the strips over so the joins are underneath.
Pinch the ends together firmly and then loosely plaint the three strips together. Lift on to the baking sheet, tucking the ends underneath. Cover loosely and leave to rise again for 40-50 minute until doubled in size.
Drizzle the dough with the remaining oil and scatter generously with salt. Bake in the Roasting Oven on the lowest set of runners for 30 minutes until golden. Scatter with thyme sprigs and bake for a further 2-3 minutes.
To cook in a conventional oven: preheat the oven to 220°C, gas mark 7. Bake for 30 minutes.
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