Place the lentils, milk and finely chopped onion in a saucepan and bring to the boil, then simmer very gently, stirring now and then, for 20 minutes or until thick and mushy. Remove from the heat and add the cheese, butter, oregano and salt and black pepper to taste. Stir in the egg, then leave to become cold.
Butter a fairly large, shallow, ovenproof dish. Using floured hands, roll sma