Allow the frozen pastry to thoroughly defrost - either overnight in the fridge, or a few hours at room temperature.
Boil the lentils in plenty of water, with half a vegetable stock cube crumbled in. When they're completely soft (after around 20 minutes), drain them, and set aside to cool.
Meanwhile, heat the oil in a frying pan, and add the diced onions and garlic. Cook for 5 minutes or so over a medium heat, until soft. Set aside to cool.
When the pastry is defrosted, roll it out on a lightly floured surface until it's around 3mm thick. I ended up with a rectangle measuring around 18 x 14 inches, but it's okay if your rectangle is a slightly different shape. Cut the pastry into strips measuring around 4.5 inches wide (I ended up with 4 strips, each measuring around 14 x 4.5").
When the lentils and onions have cooled, add them to a mixing bowl, along with the grated cheddar cheese, chopped parsley, and plenty of salt and pepper. Mix well.
Heat the oven to 190°C (Gas Mark 5 / 375°F).
Spoon the filling along the lengths of each of your pastry strips. Using a clean finger or pastry brush, dampen one long edge of each strip with milk, and bring the edges together over the filling. Squeeze the edges together to seal.
Cut each strip into 2 inch pieces, and place seam-side down on a lined, lightly greased baking sheet. Brush again lightly with milk.
Bake for around 30 minutes, or until golden brown and crispy.