1. Preheat your oven to 400°F and line a baking sheet with parchment paper.
2. In a large skillet, heat the olive oil over medium heat. Add the sliced onions and cook, stirring occasionally, until they are soft and caramelized, about 20 minutes.
3. Sprinkle the sugar over the onions and add the balsamic vinegar. Continue to cook for another 5 minutes until the onions are deeply caramelized. Remove from heat and set aside.
4. In the same skillet, cook the sausage over medium heat, breaking it apart with a spatula until fully cooked and browned. Stir in the thyme, salt, and pepper, then mix the caramelized onions back into the sausage.
5. Roll out the puff pastry sheets on a lightly floured surface. Cut each sheet into squares, about 4 inches on each side.
6. Spoon the sausage mixture onto the center of each pastry square. Top with a sprinkle of shredded Gruyère cheese.
7. Brush the edges of the pastry with beaten egg and fold over to create a triangle or rectangle, pressing the edges to seal.
8. Place the pastries on the prepared baking sheet and brush the tops with more egg wash for a golden finish.
9. Bake in the preheated oven for 15-20 minutes, or until the pastries are puffed and golden brown.

Cooking together with family is something I always cherished, and these pastries are a great way to involve little hands in the kitchen. Let your kids help with cutting the pastry or sprinkling the cheese!