Preheat the oven to 210.C (190.C fan), Gas Mark 6.

Place the squash halves, with their cut sides facing up, in a baking tray and drizzle over a little olive oil. Roast for about 50 minutes, or until the flesh is cooked through and soft. (Don’t switch off the oven.)

When cool enough to handle, use a spoon to scoop the butternut squash flesh out of the skins and into a mixing bowl. Add the chilli, cinnamon and garlic, season with a generous amount of salt and pepper, then mash it all together. Now gently fold in the feta and parsley. Set aside.

Increase the oven temperature to 220.C (200.C fan), Gas Mark 7.

Line a baking tray with baking paper.

Cut the pastry into 8 squares. Divide the filling into 8 portions. Shape one portion of filling into a sausage shape and place it diagonally across one of the pastry squares. Fold the pastry corners over the filling, pinching together – the filling will remain exposed at each end. Repeat with the remaining pastry and filling. Transfer the parcels to the prepared tray, brush with the beaten egg, scatter over the nigella seeds and bake for about 25 minutes, or until deep golden brown. Serve hot or at room temperature according to your preference.