In a saucepan, heat oil over medium heat, then add onions. Cook these stirring for 2 minutes or until softened.
Add cranberries, sugar, tarragon, cloves, salt and pepper and bring to a boil
Reduce the heat and simmer for 20 minutes, stirring often until the mixture has thickened and formed a compote. Let cool.
On a work surface, place a sheet of phyllo dough (cover the other sheets with a damp cloth to prevent drying).
Brush the sheet with melted butter.
Cut the sheet of dough in 12.
Overlay 3 squares of dough by shifting them slightly to form a star. Repeat for other dough squares.
In the center of each star, place 1 cheddar cube and 1 teaspoon cranberry chutney.
Bring the corners of the star back to the center and twist them to form bundles. Repeat this step until you have finished stocking (reserve some melted butter).
Place the bundles on a baking sheet lined with parchment paper.
Paint with reserved melted butter. Refrigerate 15 minutes. (It is possible to freeze the bundles at this stage and they can be kept for up to 1 month, you only need to increase the cooking time by 4 minutes.)