In skillet, heat oil over medium heat. Fry onions with salt, stirring often, until golden brown, about 30 minutes. Reduce heat to medium-low. Add garlic, paprika and cayenne; fry, stirring, for 2 minutes. Stir in 2 tbsp/30 mL water; remove from heat.

Remove skin from mackerel fillets; shred meat, removing and discarding any bones. Stir mackerel into onion mixture with parsley and lemon juice. Set aside.

White Wine Pastry: In bowl, whisk flour with salt and baking powder. Make well; pour in wine and oil. Stir until dough begins to clump. Turn out onto lightly floured surface; knead until smooth and elastic, 5 to 10 minutes. Cover; let rest at room temperature for 20 minutes.

Divide White Wine Pastry in half. On floured work surface, roll 1 half into 16-inch/40 cm circle. Let rest 5 minutes.

With 3-inch/8 cm round cookie cutter, cut out rounds. Place about 1 tbsp/15 mL mackerel mixture into centre of each round; fold dough over filling and crimp edges to seal. Repeat with remaining dough, rerolling scraps once, until filling is used up (discard remaining scraps).

Place pastries on parchment paper-lined baking sheets. Beat egg with wine; brush over pastry tops.

Bake in 400°F/200°C oven until golden brown, 16 to 20 minutes. Serve warm or at room temperature.

Makes about 48 pastries.

Tip: Letting dough rest gives the gluten in the flour time to relax, making for lighter, stretchier pastry.