Heat onion, vinegar, lemon juice, sugar, cloves, and cinnamon in a saucepan for 15 minutes.
Remove from heat, add sultanas, and soak for 30 minutes.
Preheat the oven to 200°C.
Simmer apples, lemon juice, and 300ml water in a covered pan for 20 minutes until soft.
Mash the softened apples and set aside to cool.
Roll pastry to a 50cm square and cut into sixteen 12cm squares.
Place 8 squares on a tray and top each with apple sauce and 20g of Stilton.
Egg-wash the edges, cover with remaining squares, and crimp to seal.
Brush tops with egg, sprinkle with nigella seeds, and bake for 20 minutes until golden.