The filling for these turnovers also makes a terrific side dish on its own.Plus: Ultimate Holiday GuidePlus: More Appetizer Recipes and Tips
Preheat the oven to 400°. Lightly butter 2 large rimmed baking sheets. Season the butternut squash with salt and pepper and place it cut side down on one of the baking sheets. Cover with foil. Spread the onion slices on the other baking sheet in a single layer. Season with salt and pepper.
Roast the squash in the lower third of the oven for 1 hour, or until tender. Let cool, then scoop the flesh into a large skillet and mash until smooth.
Meanwhile, roast the onion slices in the middle of the oven for 30 minutes, turning once, until tender and golden. Let cool, then coarsely chop.
Cook the squash over high heat, stirring constantly, until any excess moisture is evaporated, about 5 minutes. Remove from the heat and stir in the onions, Gruyère and thyme; season with salt and pepper. Transfer the squash to a bowl and refrigerate until chilled.
On a lightly floured surface, roll out 1 piece of the Pastry 1/8 inch thick. Using a 4-inch round biscuit cutter, stamp out rounds as close together as possible. Stack the pastry scraps and refrigerate. Repeat with the second disk of pastry. When all the scraps are chilled, press them together, reroll and stamp out more rounds. Discard the remaining scraps.
Preheat the oven to 375°. Working in batches, brush 10 of the pastry rounds with some egg wash. Spoon 1 tablespoon of the squash filling onto the center of each round, fold into a half-moon and press to seal. Using a fork dipped in flour, crimp the edges. Transfer the turnovers to the baking sheets. Brush the turnovers with the rest of the egg wash and bake for 22 minutes, or until golden all over.
The unbaked turnovers can be frozen for up 2 weeks; bake frozen.