Preheat the oven to gas 4, 180°C, fan 160°C.
Take the pastry out of the fridge.
In a large saucepan, heat the oil and fry the pigs in blankets until browned. Then add to your pie dish.
Add the leek and sprouts to the pan with the thyme and sage. Fry until the vegetables are beginning to colour.
Melt the butter in the pan, add the flour and cook, stirring, for 1-2 mins.
Add the stock to the pan, a little at a time, stirring until smooth and combined.
Add the cream and mustard, season and bring to a simmer cooking until thickened.
Pour the sauce over the pigs in blankets.
Unroll the pastry and lay it over the pie dish.
Remove the excess pastry and crimp the edges to seal.
Brush with beaten egg.
Bake for 20-25 mins until the pastry is golden-brown colour.