Preheat your oven to 220C / 425F / Gas mark 7 and line a baking sheet with parchment paper.
Mix the flour, baking powder and vegetarian suet in a medium sized mixing bowl.
Add the water a little at a time, you are wanting just enough water to bring the dough together so it is soft and pliable.
Place to one side to rest for a few minutes.
While the pastry is resting, in another medium sized bowl mix the grated cheddar, chopped onion, salt and smoked paprika together until it is well combined.
Divide the pastry in half and roll out each half into strips measuring around 30 x 10 centimetres (12 x 4 inches)
Brush a little water around the edges, and divide the filling between the two strips. Place it in a line down the middle.
Roll the strips along the long edge and cut each roll into 4 to 8 equal sized pieces.
Pop them on the baking tray seam side down with a little space between each roll, and bake for 12 to 16 minutes. You are looking for the cheese to be oozing and the pastry to be a light golden brown.
These will keep well in an airtight tin for 3 days but will need a few minutes in a warm oven to freshen up. If you wish to freeze these you can but they need to be frozen before baking. Then you can bake them from frozen, just add 10 minutes to the baking time.