Divide the pastry into 4 and roll out each piece on a lightly floured surface to form a thin round, 5 cm (2 inches) larger than the cheeses.
Make an egg glaze by beating together the egg, milk and salt in a small bowl. Place each cheese wheel in the middle of a pastry round. Brush the pastry around the cheese with a little of the egg glaze and then top each with a second pastry round. Press all around the edges of the pastry rounds to seal the pieces together well, then trim the excess pastry to give a 2.5 cm (1 inch) border.
Transfer the cheeses to a baking sheet. Brush the tops and sides with more of the egg glaze and score the tops with a sharp knife to form a pattern. Cut 2 small slits in each top to allow steam to escape. Chill until required.
When ready to serve, bake the cheeses in a preheated oven, 220°C (425°F), Gas Mark 7, for 20 minutes until the pastry is puffed up and golden. Allow to stand for 10 minutes before garnishing with parsley and shredded beetroot.