Heat the oil in a medium frying pan over a medium heat. Add the onion and fry until soft and golden brown. Stir often.
Cook until soft (10-15 minutes). Add a little more water if needed. Stir often.
Divide the sheet in half so you have a square shape. Brush one piece with oil and place the other half on top of it. Brush with oil. Repeat with another sheet.
Bake for 15-20 minutes until golden brown.
*Sheets of filo pastry come in different sizes. The ones I use are quite large but you may need to amend the recipe to get the size you want.