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Preheat oven to 180°C (160°C fan-forced). To make the sauce, heat butter and olive oil in a saucepan over a low heat. Add the leek, fennel, garlic, sea salt, white pepper and cayenne pepper and cook until the vegetables are soft, about 10 minutes. Add the wine and cook for another 2-3 minutes. Stir in the flour and cook until the mixture bubbles and becomes grainy. Gradually add the warm milk. Continue stirring until the mixture bubbles and thickens slightly. Stir in the mustard, cream, lemon zest, dill and parsley. Check the seasoning.
You will need four ramekins or individual ovenproof dishes. Using them as a guide, cut four rounds from the pastry about 1cm larger than the ramekins. Next, cut four rounds 3cm in diameter and place these in the centre of the four large rounds. Refrigerate the pastry until needed.
Fold the fish through the sauce, then divide the mixture among the ramekins. Top with the pastry rounds, pressing around the edges of the ramekin to seal. Whisk the egg and milk together and brush over the pastry. Pierce the top of each pie to allow the steam to escape.
Put the pies on a baking tray and bake until the pastry is golden, about 20 minutes.