Preheat oven to 425°F.
Add olive oil to a large deep skillet set over medium heat. Add onions, salt, and pepper and cook until onions soften and start caramelizing, about 10-12 minutes. Add cabbage, turn up heat, and continue cooking until the cabbage browns a bit and onions are softened. (It doesn’t have to complete cook down since it’s going in the oven.)
Meanwhile, place pie dough on a parchment-paper lined cookie sheet and spread the middle with mustard, leaving a 1-inch border. Sprinkle on cheddar, then add onion-cabbage mixture, flattening slightly with a spoon. Wrap edges of the dough around the filling as shown. Brush the exposed dough with egg wash.
Bake for 18-20 minutes until crust is golden. Let cool slightly (makes it easier to slice), and serve with fresh thyme leaves.
