Pre-heat the oven to gas mark 4, 350°F (180°C).
You will also need eight 3½ inch (9 cm) diameter x 1 inch (2.5 cm) high mini flan tins, greased, and a 5 inch (13 cm) pastry cutter or plate to cut around.
First make up the pastry by rubbing the butter lightly on to the flour, then adding the cheese, mustard and cayenne plus just enough cold water to make a smooth dough. Then place the dough in a polythene bag to rest in the refrigerator for 20 minutes. After that, roll it out as thinly as possible and use a 5 inch (13 cm) cutter, or a saucer or something similar, to stamp out 8 rounds. Line the greased tins with them, then bake in the oven, centre shelf, for 15-20 minutes or until the pastry is cooked through but not coloured. Then cool the pastry cases on a wire rack and store them in an airtight tin until they are needed.
To make the filling, melt the butter in a heavy-based, medium-sized saucepan, stir in the onions, balsamic vinegar and chopped sage, season and let everything cook very gently without a lid, stirring often, for about 30 minutes until they have reduced down and taken on a lovely glazed appearance and all the excess liquid has evaporated away. Then let the mixture cool until you are ready to make the tarts.
To bake them, brush a little beaten egg on to each pastry case, pop them back into the oven, same temperature as above, for 5 minutes – this helps to provide a seal for the pastry and helps it from becoming soggy. Now spoon the onion mixture into the cases. Top each one with a slice of goats' cheese and a sage leaf that has first been dipped into olive oil. Finally sprinkle with a little cayenne and bake for 20 minutes.