Either peel or rumble the potatoes and cut into large pieces. Place in a large saucepan and cover with cold water. Simmer gently for about 15-20 minutes until the potatoes are cooked all the way through.
In a small pan warm the milk and melt the butter, stir in the paprika and mustard.
Drain the potatoes, add the milk and butter and mash until smooth using a mixer with the beater attachment. Allow to cool.
Peel and finely chop the onions and sweat off without colouring. Allow to cool.
Defrost the pastry sheets and lay out on the table. Spread with mashed potato to about 1.5in from the edge of the sheet, sprinkle with the onion and cheese. Roll up the party sheet to resemble a Swiss roll.
With a sharp knife, cut each sheet into 16. They should look like a Danish pastry. Place on a greased baking sheet and bake in the oven until golden.