Preheat oven to 43° F. Grease a 9" pie form with butter and let the puff pastry sheets defrost. Peel onions and cut in rings. Heat the vegetable oil in a pan; add the onions and diced ham and cook until brown. In a separate pot, melt the butter. Add the Kölln White Oats, stir, then allow mixture to stand for a minute. Add milk and cream and stir until smooth.
Roll out puff pastry and line the pie form with it. Spread onions and ham on the pastry. Add the egg into the cooled sauce and stir. Season to taste with nutmeg and pepper. Spread over the onion-ham-mixture.
Decorate the pie with walnuts and bake on the middle rack. Remove, cut into 8 pieces and serve hot.