Firstly, prepare the bechamel sauce.
Melt the butter with the shallots over a low heat in a saucepan.
Stir in the flour into the butter. Cook gently for 30 seconds until the roux is off white colour.
Slowly pour the milk onto the roux. Whisk continuously until it comes to the boil and add the seasoning.
Simmer, whisking, for a further 2-3 minutes to ensure the flour is cooked through.
Remove from the heat and add 100g cheddar cheese, the black pudding and the ham. Set aside to cool.
Preheat the air fryer to bake or 160˚C.
In the meantime, Cut the puff pastry into approximately 6-8 cm squares pieces and Place on the baking parchment paper on a tray.
Brush each square with egg wash. Spoon some bechamel mixture in the centre of each square of pastry then add some extra ham, and grated cheese. Season with extra pepper.
Lift each corner of the square and join them over the mixture to create a crown.
Brush with more egg wash and sprinkle with grated parmesan.
Place in the air fryer and bake for 20-25 minutes until fully cooked.
Serve warm or at room temperature.