Heat olive oil in a frying pan, add onions and cook until translucent. Add the hearts of palm and tomatoes and pan fry for a few minutes till tomatoes soften.
In a small bowl dissolve the cornflour in the milk and mix well; pour mixture into pan and stir all together. Season with nutmeg, salt and pepper to taste and cook for about 5 minutes, stirring constantly.
Add the cream cheese and chives. Stir well to dissolve the cheese and remove from heat. Let cool while preparing the pastry.
Preheat oven to 200 C / Gas 6. Grease a 20x30cm baking tin.
Flour a work surface, roll out pastry and cut into squares. On each pastry square place a tablespoon of filling (be careful not to use too much filling, as it may leak), fold pastry over the filling and seal it. Repeat this process with the rest of the pastry and filling.
Place pastries in prepared tin and bake in preheated oven until the pastry is golden, about 40 minutes. Serve warm.