Place flour, yeast and sugar in a bowl of a food processor, fitted with a dough hook. Mix briefly to combine. Add the salt and mix again. Make a well in the centre and pour in the olive oil, orange juice and water. Mix gently until dough starts to come together and forms a ball. Keep mixing, about 5 minutes, until dough is soft and elastic.

In a small frying pan place the onion and olive oil over medium heat. Cook the onion stirring often, until soft and golden in colour. This may take up to 10 minutes. Set aside to cool.

Preheat oven to 200° C, fan. Divide proofed dough in 4 equal pieces. On a floured surface roll one piece of dough to a 20 x 30 cm rectangle. Spread ¼ of the filling on the dough. Starting on the longer side of the dough, start rolling, encasing the filling, until you have a log. Roll the log to elongate it slightly and make sure it’s sealed. Brush some of the beaten egg on one of the edges of the log. Turn the log to create a circle and seal the two edges together.

Place the circle on a paper lined baking tray. Using a small, sharp knife make 6 small slits on the perimeter of the halloumoti. Repeat process with the other 3 pieces of dough. Brush pastries with the egg and sprinkle with sesame seeds if you like. Let pastries stand for 30 minutes.

After half an hour, bake in the preheated oven for 30-35 minutes. Let them cool for 15-30 minutes before devouring.