First, make the puff pastry. Combine the flours and salt in a large mixing bowl. Mix in enough water to form a reasonably tight but still kneadable dough. Turn out onto a lightly floured surface and knead for 5-10 minutes until nice and smooth. You can also do this in a free-standing mixer with a dough hook attachment. Form the dough into a rough rectangle, wrap in clingfilm and place in the fridge overnight.
Pop some baking parchment over the top and underneath the butter and bash using a rolling pin to flatten it to a rectangle, 20cm long and just less than 12cm wide. Wrap this in cling film and chill in the fridge.
Roll out the chilled dough to a rectangle 12 x 30cm. Lay the chilled butter on the dough so that it covers the bottom two thirds. Make sure it's positioned neatly and comes almost to the edges of the dough.
Lift the exposed dough at the top and fold down over the half of the butter. Fold the butter-covered bottom half of dough over the top. You will now have a sandwich of two layers of butter and three of dough. Seal the edges by pressing or pinching them together. Place in a plastic food bag/wrap in cling film and chill in the fridge for an hour.
Remove the dough and turn it 90 degrees so you have a short end towards you, then roll it into a long rectangle. Fold the top quarter down and the bottom quarter up so they meet in the middle. Then fold the dough in half along the centre line and press/pinch the edges together to seal. Return to the bag/cling film and chill for another hour.
Remove the dough, turn it 90 degrees so a short end is facing you and roll it into a long rectangle. Fold one-third down, then fold the bottom third up over the top. Press/pinch the edges to seal. Return to the fridge for another hour. Repeat this last stage of rolling, folding and chilling once more. Once you have returned the dough to the fridge for the final time, prepare the filling.
Place your mushrooms into a food processor along with salt and pepper and whizz until reduced to a rough paste. Add the thyme leaves and give it a final whizz. Transfer to a dry frying pan and cook over a medium-high heat, stirring often, until all the liquid has evaporated from the mushrooms. Remove from the pan and set aside to cool.
Heat the oil and butter in a wide frying pan on a medium-low heat. Add the onions with the sugar and cook slowly until soft and lightly caramelised. This will take around 20 minutes minimum. Stir in the sherry vinegar and then set aside to cool.
Pre-heat your oven to 200 degrees and line a large lipped baking sheet with baking parchment. Butter will leak out of the pastry (this is normal!)
Roll out your pastry to a rectangle, about 26 x 30cm. Spread the cooled mushroom paste down the middle third of the pastry, leaving a 5cm gap at the bottom.
Mix the sausage meat, haggis and black pudding together and mould into a long sausage shape that will fit on top of the mushroom paste and place on top of the paste. Spread the onion mixture on top of this.
Cut slits on the diagonal all the way down the pastry on each side of the filling at 2cm intervals. Brush lightly with egg. Take one strip over the filling from one side, then one from the other and so on, crossing the strips over to form a plaited effect. Tuck the ends of the pastry under the plait, trimming off any excess if needed. Use a large palette knife to carefully lift onto the prepared baking sheet.
Brush the plait with beaten egg and sprinkle with the sesame seeds. Bake for 30 minutes or until the pastry is golden brown. Drain away any leakage as soon as you can after removing from the oven to avoid it soaking through the pastry as it cools. Leave it to settle for 10 minutes or so, then serve hot (but its also delish cold!).
