Heat oil in a large frying pan over medium heat. Add onion, cook, stirring often until tender, add garlic and thyme and continue cooking for 1 minute. Add ground beef to pan and cook, breaking up with a wooden spoon, until no pink remains. Season and cook, breaking up with a wooden spoon, until no pink remains. Season. Sprinkle flour over beef and cook, 1 minute. Pour in beef stock and bring to a boil, reduce heat to medium-low and let simmer until gravy has reduced and thickened. Scrape beef mixture into a bowl and let cool to room temperature. Cover and refrigerate until completely chilled, add the Worcestershire sauce.
Remove puff pastry from fridge. Roll sheets to 1/8-inch thick. Cut puff pastry into twelve 4-inch rounds and twelve 3-inch rounds. Pre-mark where you will cut each round as you will have just enough dough for all the rounds. Place onto a parchment-lined baking sheet and let chill in the fridge for 30 minutes. Lightly grease a 12-cup muffin tin. Place larger puff pastry rounds in the base of each muffin tin, pressing along the sides so they are flush with the bottom and sides of the tin. The dough should slightly overlap the rims, stretch dough slightly if needed. Remove the chilled beef mixture from the fridge. Stir in the diced cheese. Evenly divide filling between each pie, packing them right to the top. Whisk the egg in a bowl. Brush the edges of the pastry overlap with the egg mixture and top with smaller pastry rounds.
Press around the edges of the pies using the tines of a fork to create a seal. Cut a small slit into the top of each pie. Use the remaining egg to brush the tops of each pie. Place the tray in the freezer to chill for 15 mins before baking. While the pies are chilling preheat the oven to 200°C. Bake pies for 20-25 minutes, until golden brown. Let cool 10 minutes before serving.