Pre-heat the oven to 160 ºC.
Spray a small frying pan with low calorie cooking spray and place over a medium heat. Add the onion and red pepper and fry for 10 minutes until softened, stirring occasionally.
Add the mushrooms and fry for a further 5 minutes, until any liquid has evaporated away.
Tip into a small mixing bowl and stir in the Stilton cheese, walnuts, garlic granules and season to taste with salt and pepper. Set aside and leave to cool.
Lay two pastry sheets out next to each other. Place a second sheet on top of each to make two double layered sheets. Cut each sheet into 6 rectangles, approx 15 x 12 cm, making a total of 12 rectangles.
Divide the filling mixture between each filo pastry rectangle, placing it down the middle but leaving approx 2 cm at each end.
Brush egg down one long edge, then roll up, and crimp the ends with your fingers to seal and make 'crackers'.
Place a sheet of baking parchment paper on a baking tray. Carefully place the filo crackers on the tray, seal side down.
Carefully brush all over with egg and place in the preheated oven for 10 - 12 minutes, or until golden.
Leave to cool a little on the tray then transfer to a serving plate and serve warm.