Preheat oven to 180ºC. On a baking tray lined with paper, place pumpkin cubes. Toss lightly with oil and salt and bake for 30 minutes, until soft and caramelised around the edges. Remove tray from oven, but keep oven on.
Meanwhile, heat a fry pan over a medium heat. Spray lightly with oil. Cook haloumi until soft and crispy. Remove from heat.
Using a little more spray oil, sauté red onion until caramelised. In a bowl, combine cooked pumpkin, haloumi, onion, pumpkin seeds and parmesan. Stir to combine.
Slice puff pastry squares into four smaller squares. Divide mixture on to squares, pull all four corners together and twist. Fold each side in so the filling is enclosed inside the pastry. Brush each pastie with egg, and sprinkle with sesame seeds.
Bake in the oven for 25-30 minutes or until crunchy and golden on the outside.