Place the puff pastries in greased muffin cups.
Beat the egg and brush the puff pastries.
Put a teaspoon of chopped onion in each cup.
Add a large piece of grilled pepper to each.
Place the diced feta on the pepper.
Add fresh thyme, salt and pepper to taste.
Bake at 220°C for 20 minutes.
Add fresh thyme and lemon zest. Sprinkle some olive oil and serve.