Heat the oil in a large, non-stick frying pan. Add salt and pepper to chicken and fry for 5-8 minutes until golden brown on both sides. Place the chicken on a plate and add the bacon into the pan. Fry for five minutes until crispy. Tip in the onion, mushrooms and thyme and then fry on a high heat for another three minutes until the onion turn golden.
Add the flour into the pan and cook, stirring, for 1 min. Take the pan off the heat and gradually whisk in the stock, followed by the milk, then return the chicken to the pan. Bring to the boil, and then simmer for 30 mins. Add the filling into a large pie or baking dish (approx 20 x 30cm) with a lip and leave aside to cool.
Preheat oven to fan 200°C/400°F/gas 6. On a floured surface, roll the pastry until about 1 inch in thickness. Cut a long strip as wide as the rim of the pie dish and, using a little of the egg, fix to the edge of the pie dish. Brush with egg and then lift the rest of the pastry over the pie, using the rolling pin to help. Press the edges with your fingers and trim with a sharp knife. Brush lightly with egg to glaze and bake for 30 mins or until the pastry is risen and dark golden brown.