1Melt butter in a pan, add flour, and stir for about a minute until foamy. Whisk in room-temperature milk and stir until thickened. Add nutmeg, salt, pepper, parsley, and bay leaves, and simmer for a couple of minutes to infuse flavors.
2Remove bay leaves from the sauce and set aside.
3Dry-fry mushrooms in a pan over medium heat until all water evaporates.
4In a separate pan, melt butter and oil, then fry the diced onion and leek until soft.
5Add dried thyme to the vegetable pan, then incorporate the shredded roast chicken and warm through.
6Combine the chicken and vegetable mixture with about three-quarters of the white sauce, add the dry-fried mushrooms, and fold in a portion of the grated cheddar.
7Roll out the shortcrust pastry and cut into four squares. Press into pie tins, removing any excess pastry.
8Place greaseproof paper inside the pastry cases and fill with baking beans, then bake for 15-20 minutes until golden.
9Remove the beans, let the pastry cases cool slightly, then fill with the chicken mixture and top with the remaining grated cheddar. Return to the oven until the cheese has melted.