1. Heat one teaspoon oil in a non-stick pan, add onion and garlic and sauté for two minutes.
2. Add mushroom and sauté for two to three minutes or till all the moisture evaporates.
3. Heat sufficient oil in a kadai.
4. Add salt, crushed peppercorns and thyme to the pan and sauté for three minutes.
5. Break egg into a bowl and whisk well.
6. Place a spring roll sheet on a worktop. Place a spoonful of the mushroom mixture in the centre and sprinkle some grated cheese on top. Roll tightly to form a cigar and seal the edges with the whisked egg. Similarly make the remaining cigars.
7. Deep-fry the cigars in hot oil till golden. Drain on absorbent paper.
8. Mix mayonnaise and tomato ketchup in a small bowl.
9. Serve the cigars hot with mayonnaise dip.