Firstly make the sweet onion marmalade. Heat the oil in a pan, add the onions and fry for 1 minute. Add the sugar and caramelise lightly together.
Pour over the vinegar and red wine, add the thyme and leave to cook over a gentle heat until reduced and has a jam consistency - about 25 minutes (this can be made well in advance). Chill until ready for use.
Lay out the pastry sheets and brush liberally all over with eggwash. Place a spoonful of onion marmalade in centre of each sheet, then top with goats cheese. Wrap up securely to enclose the cheese within using eggwash as glue.
Heat the vegetable oil in a large pan to 170C/325F - you could bake them in the oven too if you wanted.
Meanwhile for the salad, place all three salad leaves in a bowl. Top with the avocado, fresh pear and celery and season lightly.
Make a dressing from the mustard, honey, balsamic vinegar, oil, salt and pepper. Pour over the salad, add the walnuts and dress on a serving plate (either individual or one large serving plate).
Fry the goats' cheese parcels for 1-2 minutes until golden and crispy, remove and drain on kitchen paper and dress on the salad. Serve immediately.