To make the pastry, place the butter and lard into a bowl and mash with a fork until soft and creamy. Divide the mixture into four equal portions.
Place the flour into a bowl and add the salt. Take one portion of the butter/lard mixture and rub into the flour until the mixture resembles breadcrumbs. Add the white wine vinegar and mix it in using a blunt knife. Add just enough cold water to form a dough then turn it out onto a floured work surface.
Shape the dough into a rectangle and roll it out to a thickness of about 1cm/½in. Gently lift the pastry with your fingers and allow it to shrink back a little.
Cut another portion of the butter/lard mixture into small pieces using a palette knife and dot it over the pastry, being careful not to get it too close to the edges. Fold the pastry into thirds, rubbing off any excess flour as you do so, cover in cling film and place in the fridge for five minutes.
Take the pastry from the fridge. Repeat steps 3 and 4 using the remaining butter/lard mixture. If any fat shows through the pastry, scatter over a little more flour.
Remove the pastry from the fridge, roll once more into a rectangle about 1cm/½in thick, fold into thirds and return to the fridge for 30 minutes.
Meanwhile, make the filling. Heat the butter in a wide pan and add the onions, salt and sugar. Fry over a low heat, stirring occasionally, for 5-6 minutes, or until the onions are lightly caramelised. Remove the pan from the heat and set aside.
Cook the potatoes in a large pan of boiling, salted water for eight minutes, drain well then set aside.
Preheat the oven to 220C/425F/Gas 7, with a rack is just above the middle of the oven and a baking tray underneath to catch any filling that might escape during cooking.
Mix the crème fraîche, cream and cheddar in a small bowl. Mix together the Stilton and Gruyère in a separate bowl.
Layer one quarter of the potatoes, a third of the onions and a third of the Stilton/Gruyère mixture in the bottom of a large pie dish. Sprinkle with a little freshly ground black pepper and grated nutmeg.
Repeat step 11, working from the outside of the pie dish into the middle to achieve a domed effect, seasoning as you go, then pour over half the cream/cheddar mixture. Repeat this step then cover the filling with the remaining potato, ensuring none of the cream mixture is visible.
Take the pastry from the fridge and place on a floured work surface. Roll out in one direction only, turn 45 degrees and roll again until you have a piece of pastry that is a little larger than the pie dish. Lift the pastry with your fingers to allow it to shrink back a little.
Cut thin strips from each edge of the pastry and use a little egg wash to stick each one to the rim of the pie dish. Brush each strip with beaten egg and carefully place the pastry over the filling, pressing it down on the pastry strips to make a good seal.
Take a fork and press down gently around the edges of the pie. Use any off-cuts of pastry to decorate the pie then brush the top with the remaining egg wash. Cut a small cross in the top of the pie to let the steam escape.
Transfer the pie to the oven and bake for 30 minutes then reduce the oven to 180C/350F/Gas 4 and bake the pie for one hour or until golden-brown.