In a large bowl combine the blue cheese, grated cheese, egg and breadcrumbs and mix until smoothish.
Lay down one sheet of filo pastry and brush with melted butter, then place another sheet on top and brush again. Next fold this pastry in half (buttered side) and you are ready to fold.
Place a serving spoon size of cheese mixture onto the filo pastry then top with a dessertspoon of onion jam, roll up and place onto baking paper.
Bake at 180c for15-20 minutes or until crispy and golden.