Heat butter and oil in a frying pan over high heat. Add mushrooms and bay leaf; cook, stirring frequently, for 10 minutes or until mushrooms are soft and golden. Stir in leek and garlic; cook for 2 minutes or until leek is softened.

Stir flour into mushroom mixture; cook for 1 minute until vegetables are coated. Stir in tomato paste; cook for 1 minute. Add wine; stir until combined. Add stock; reduce heat to medium, cook, stirring continuously, for 3 minutes or until mixture boils and thickens. Cool.

Make cream cheese thyme pastry: Process flour, thyme and a pinch of salt until combined. With motor operating, add butter and cream cheese. Add the water; process just until dough starts to clump. Turn out onto a floured surface; form into a smooth ball. Divide equally into six portions; flatten each into a disc. Stack discs on a plate; wrap in plastic wrap. Refrigerate for 30 minutes.

Preheat oven to 180°C/160°C fan. Lightly oil six 10cm loose-based tart tins.

Roll each portion of pastry on a floured surface into a 20cm round, 2mm thick. Line tins with pastry, trim excess. Line pastry with foil; fill with dried beans or rice. Place tins on an oven tray. Bake for 20 minutes. Remove foil and beans; bake for 3 minutes or until pastry is golden and dry. Increase oven temperature to 200°C/180°C fan.

Divide mushroom mixture among pie shells. Cut six 12cm rounds from puff pastry; place on pies, gently pressing into the sides of the tin. Cut a small cross in the centre of each pie. Brush pastry with egg. Bake pies for 20 minutes or until golden and puffed.

Meanwhile, make minted mushy peas: Cook peas in a saucepan of salted boiling water for 5 minutes; drain well. Process hot peas with butter, mint and salt until coarsely chopped. Add mascarpone; process briefly to just combine. Keep warm.

Serve hot pies with mushy peas and, if you like, gravy.