Preheat the oven to 425°F, roll out the pastry to ¼-inch thickness and divide into 8 squares.

Melt the butter in a saucepan, add the bacon and fry gently until it is lightly coloured, and then add the flour and cook for 1 minute, stirring.

Gradually add the milk little by little, stirring all the time, until the mixture boils and thickens.

Cook for 1 minute and then add the pepper and nutmeg.

Place a spoonful of this mixture on the pastry squares, dampen the edges with a little beaten egg and fold over to form triangles.

Press the edges well together and knock up the edges with the back of a knife.

Put the parcels on a lightly greased baking sheet, brush the top of each with a little beaten egg and bake for 15-20 minutes until golden brown and risen.

Transfer to a wire rack and leave to cool.