Preheat oven to 400ºF.
Heat EVOO in a large deep skillet over medium to medium-high heat; add butter. When it foams, add mushrooms and brown 7-8 minutes. Add thyme, carrots, potato, shallots and garlic, and season with salt and pepper. Cook, stirring occasionally, partially covered 4-5 minutes more to soften; sprinkle flour over pan and stir 1 minute. Add sherry or wine and stir to reduce by half. Add stock and simmer to thicken 5 minutes. Add Worcestershire, Dijon, peas, chicken and heat through. Add more stock if too thick. Reduce heat to low.
Place pastry on a parchment-lined baking sheet and wash with egg. Bake until golden. Cut the pastry to fit bowls to serve pot pies in individual portions.
Serve filling in bowls topped with pastry crust.