Preheat oven to 425 degrees. In a large skillet melt the butter with the oil. Cook the onions very slowly over low heat until golden and tender, about 20 minutes. Remove, drain, and cool. Combine with the parsley and cayenne pepper. Sift the flour, baking powder, salt, and sugar into a large bowl. Stir in the onion mixture. Add enough cream to make a soft dough. Mix just until the ingredients are dampened. Knead gently 10 times until the dough hold together. On a lightly floured surface, roll the dough into a 8 inch x 12 inch rectangle. Spread with the onion mixture. Start at the narrow end and roll up carefully in a jelly roll fashion. Use a sharp wet knife and cut into 8, 1 inch slices. Place each slice, flat side down, on a greased baking sheet. Whisk together the egg and milk. Brush lightly over each slice. Bake for 20 minutes or until golden brown. Serve immediately.
Your Onion Pinwheels is ready. Buon appetito!
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