Chop the ends off the beetroot and cut each one into small cubes – about 1cm square. Put into a large ovenproof dish, drizzle with half of the olive oil and season with salt and pepper. Put in the oven at 180 degrees for about 20 minutes, until softened. Leave the oven on.
Meanwhile, chop the onion and add to a frying pan with the remaining olive oil. Soften for a couple of minutes, then add the spinach bit by bit until wilted. Remove from the heat.
In a large bowl, mix together the beetroot, spinach mix, cranberries, thyme and cubed wensleydale.
Unroll the pastry and divide into six. Place a spoonful of the mix into the centre of each square of pastry. Pull up the corners around the filling, then pinch the edges shut.
Brush each tartlet with beaten egg, then pop in the oven for about 15-20 minutes until puffed up and golden brown.