Preheat the oven to 220°C (fan oven 200°C), gas mark 7.
Tip the onions and garlic into a large sauté pan with the olive oil, butter and about 1 tbsp of rosemary leaves taken from the handful of sprigs. Cook, stirring, over a low heat until the onions are very soft and a deep, golden brown. This will take a good 15-20 mins.
Add the peach conserve and wine and bring to the boil. Bubble gently, stirring, until the onions are sticky and glazed with most of the liquid evaporated. Leave to cool.
Unroll the puff pastry sheet and stamp out 6 x 12cm (5in) rounds. Place on a baking sheet and, with a sharp knife, score an inner circle about 1cm (1/2 in) in from the edge. Brush the pastry lightly with some of the egg and bake in the preheated oven for 8 mins or until pale golden brown.
Spoon the caramelised onions into the centre of each tartlet case. Beat together the mascarpone, remaining egg and the blue cheese in a separate bowl. Dip the goats' cheese slices into the mixture to coat lightly, then sit them on top of the onions. Season with pepper and a few extra rosemary leaves, then bake for a further 8-10 mins or until the cheese is pale golden and beginning to melt.
There are many different types of goats' cheese available. Opt for a long log and cut into slices with a hot knife.
For a party nibble, bake ready-made vol-au-vent cases and fill with the soft onion mixture and a spoonful of soft goats' cheese. Warm through in a hot oven for 10 mins.