In a small bowl, beat together the butter with the parsley, lemon zest and juice. Season and set aside.
Roll out half of the puff pastry on a lightly floured surface to a rectangle measuring 15in x 8in (roughly 2 inches longer than the length of the salmon and 2 inches wider). Transfer to a large greased baking sheet.
Arrange the slices of prosciutto over the pastry base, allowing it to hang over the edge, as this will later be folded over the top of the salmon.
Place the salmon on top of the prosciutto and spread the herb butter over the top of the fillet. Sprinkle with the red onion slices then fold the overhanging slices of prosciutto over the fish. Brush the edges of the pastry with some of the beaten egg.
Roll out the remaining pastry slightly larger than the first rectangle of pastry and place over the top of the salmon. Press the pastry down gently to seal, then trim the edges with a sharp knife. Either pinch all the way around the join edges, using your thumb and forefinger to seal, or press down with a fork to make a neat pattern. Use some of the trimmings to make decorations on top of the pastry and discard the rest.
Brush the pastry all over with the remaining beaten egg and bake for 30 minutes until golden and crisp and the salmon is just cooked. Slice and serve at the table.