1. Chop the bacon and mushrooms into 1/4 inch cubes. Heat the olive oil in a skillet over medium heat, and cook the onion and paprika for 3 minutes, without browning. Add the bacon and cook for 3 minutes. Add the mushroom and cook for another 5 minutes, or until all the ingredients are tender. Season with salt and cracked black pepper, then spoon into a bowl. Set aside and allow to cool completely.
2. Using a 4 inch pastry cutter, cut 4 rounds out of each sheet of pastry. Refrigerate to make handling them easier. Preheat the oven to moderately hot 200°C (400°F).
3. Spoon 1 tablespoon of the mushroom and bacon into the centre of each round of pastry. Draw up the pastry to form four sides. To seal, pinch the sides together with wet fingertips. Repeat with the remaining pastry and filling.
4. Bake on baking trays covered with baking paper for 20 - 30 minutes, or until the pastry is golden and brown. Serve hot or warm.