For the blaak onion jam: Caramelize the onions in the butter until tender and golden brown. Add salt and pepper to taste. Add the balsamic vinegar and cook until the vinegar thickens, about 1 hour. Add the syrup and cook until the mixture thickens, about 1 hour longer. Serve at room temperature. Keep in refrigerator for up to 1 week.
For the turnovers: Pulse together the flour, sugar and salt in a food processor until combined. Add the butter and pulse until the mixture resembles coarse crumbs with some fat pea-size pieces. Add the yogurt and pulse until just combined and the dough holds together when pressed between your fingers.
Transfer to a sheet of plastic wrap, shape into a flat disk and refrigerate for at least 1 hour or up to 1 day. The dough can be frozen for longer storage up to 3 months.
Preheat the oven to 325 degrees F.
Let the dough sit until slightly softened (this makes rolling easier), 10 minutes. On a lightly-floured work surface roll the dough out to 1/4-inch thickness. Cut out 16 rounds using 3-inch round cutters (re-roll scraps if necessary). Mix together the cheese, onion jam and mustard. Spoon a level teaspoon of cheese filling onto half of each round, leaving a 1/2-inch border. Brush the border with egg-water mixture; fold the top over and pinch to seal.
Place 1 inch apart on a parchment-lined baking sheet and brush the tops with the egg-water mixture. Bake until golden brown and crisp, about 35 minutes.