Melt the butter and olive oil in a frying pan and finely sliced red onion. Cook for around fifteen minutes stirring occasionally until they are soft and caramelized.Remove from the pan and set aside to cool on kitchen paper.
Brush some of the melted butter in the holes of a muffin tin.
Take four slices of filo pastry one by one and brush with butter before laying each one on top of each other.Slice the sheets into squares then place the squares into the muffin holes at different angles.Beat the egg then stir in the cream and season with salt and pepper.In a separate bowl mix the two cheeses together.
Finely chop a handful of rocket leaves.
Spoon some of the onion mixture into the base of each filo case. Sprinkle over the chopped rocket, divide half of the cheese into each case then pour in the egg and cream mixture. Finally sprinkle over the rest of the cheese.
Bake in the oven for 15-20 minutes until the filling is set and the pastry golden and crisp.Serve with some of the remaining rocket.