Roll out the pastry on a lightly floured surface to a rectangle measuring 30 x 45 cm (12 x 18 inches). Cut the pastry into 6 x 15 cm (6 inch) squares.
Spread the pastry all over with a thin layer of mustard. Arrange the Gruyère and Cheddar slices on each of the pastry squares in a diagonal line. Sprinkle with the parsley, then ruffle the bacon across the top. Lightly brush the pastry edges with a little warm water, then fold each of the opposite corners up and over the filling to meet, then press to seal with a fork. Place on a baking sheet.
Lightly brush the pastries with beaten egg and bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 20–25 minutes until golden. Serve warm.