Grease the baking sheet with butter.
To make the filling, melt the butter in the saucepan and then stir in the remaining filling ingredients and mix well. Heat for a few minutes, remove from the heat and set aside to cool.
To make the pastry sift the flour and salt into a large bowl.
Cut the butter into very small chunks and add them to the bowl and stir them in.
Add the cold water and bring together to a wet dough with a lumpy consistency.
Cover with clingfilm and place in the fridge for 30 minutes.
Place the dough on a lightly floured shape into a rectangular block.
Roll the dough to a rectangle three times longer than it is short, keeping the edges straight and even. The rolled-out pastry should have a marbled effect from the lumps of butter.
Fold the top third down to the centre, then the bottom third up and over that.
Give it a quarter turn and roll out again to the original sized rectangle.
Repeat the folding, turning and rolling out 3 more times or until the marbling effect has disappeared. Fold once more and place in the fridge for 30 minutes.
Preheat oven to 180C/350F/gas 4.
Place the chilled dough onto the lightly floured work surface and roll out to about 2mm thick.
Using the pastry cutter make 14 rounds and lay them on the work surface. Make sure you cut the pastry rounds as close to each other as possible. It is not possible to use offcuts of pastry to make more as bringing them into a ball to roll out will lose the lamination of the puff pastry.
Place a small mound of filling on top of 7 of the rounds.
Use your finger to spread a little milk around the edges of these rounds.
Place the remaining rounds on top of each filled round and press the edges down firmly to seal. Inevitably this will make rather messy and uneven edges.
Use the pastry cutter again to trim the edges.
Fold the flat, pressed edges underneath the cakes.
Flatten the cakes very gently with the rolling pin.
Use a sharp knife to cut three little slits in the top of each cake.
Brush with the egg white and sprinkle with caster sugar.
Place in the oven and bake for 20-25 minutes or until golden brown.
Remove from the oven and allow to cool completely before serving.