In a small skillet, add the onion, beef stock, spices (except for the fresh thyme), and Worcestershire with a drizzle of olive oil.
Cook the onion mixture over medium heat, stirring occasionally, until the onion is very soft and most of the liquid has evaporated. This will take about 45 minutes, more or less depending on your stove and the skillet you use. A nonstick skillet works great for this!
Cut the cheese slices into 8 pieces each – enough to yield two small squares per fillo cup.
When the filling ingredients are prepped, preheat the oven to 375F and fill the filo cups. Place a small amount of parmesan cheese in each cup, followed by about a teaspoon of the onion mixture (use it all up!). Top each cup with two small pieces of melting cheese.
Bake the cups for 20 minutes until the cheese is bubbly. Top with fresh thyme leaves and serve hot. For potluck events, I bake these right before I leave and serve them at room temperature, or assemble them and bake them at the host’s house if appropriate.