To make the sauce, place the milk, flour and butter into a pan and whisk with a balloon whisk until melted. Continue whisking until it starts to thicken. This should take about 5 mins. Stir in the cheeses and set aside.
Preheat the oven to 200°C fan/425°F Remove the pastry from the fridge and set aside. Mark out a large rectangle on the baking parchment the same size as the pastry and place it drawn-side down on the baking tray. Drizzle over a little olive oil, then sprinkle with the thyme. Season with a little salt and pepper.
Leaving a 1cm (½in) border, scatter the chopped mushrooms and leeks over the drawn rectangle, then add thee chicken. Ensure you have an even placement of each. Pour over half the sauce.
Roll out the puff pastry and lay it over the top of the chicken and leek pie. Using the back of a fork, press indentations around the edge of the pastry to seal. Score the top in a diamond pattern with a sharp knife and then brush with egg.
Bake for 30 minutes, or until the pastry is golden and puffy. Remove from the oven. Allow the pie to sit on the tray for 5 minutes. Lay a chopping board and carefully flip it over. Peel off the backing paper. Place the pie back in the oven for a further 5 minutes to brown the top and get the cheese bubbling.
