Put the oil, onions, thyme, salt, pepper and sugar in a large roasting pan, stir to cover the onions in the seasonings and put into the oven for 15 minutes. Stir again, and continue to cook until the onions are soft and caramelised (keep checking them and turning them over).
Meanwhile, on a floured surface, roll the pastry into 4 x 15cm/6in squares, the thickness of a 20p coin. Mark a border around the square and prick the centre of the square all over with a fork. Chill in the refrigerator for 15 minutes.
Bake the pastry on the top shelf of the oven for 15-20 minutes, or until brown and crisp.
Remove the pastry from the oven and fill the centre with the onions, sprinkle with the cheese and return to the oven for 3 minutes, or until the cheese is just beginning to melt.