Heat the oil in a large frying pan over medium-high heat. Season the chicken with salt and pepper. In batches, cook the chicken for 5 minutes, turning, until browned, then remove from the pan and set aside.
Add the mushrooms, cook for 4 minutes or until golden, tossing the pan frequently, then remove and set aside.
Reduce the heat to medium. Melt the butter in the pan, then stir in the flour and mixed spice. Cook for 1 minute before gradually whisking in the milk until thickened slightly.
Return the chicken and mushrooms to the pan and season to taste with salt and pepper. Cook for a further 2 minutes or until sauce thickens. Transfer the mixture to a bowl and allow to cool.
Preheat the oven to 190°C. Remove the pastry sheets from the fridge and cut each sheet in half and place one on top of the other. Using a rolling pin, roll the pastry out to a 4mm-thick rectangle that fits the size of a rectangular 1.5-2L baking dish.
Stir the frozen peas through the pie filling mixture to combine, then transfer to the baking dish. Place the pastry over the top to cover, pressing down on the edges with a fork to seal in the filling. Make a small cross-incision in the centre of the pie to allow the steam to escape.
Brush the egg yolk over the surface of the pie, then bake in the oven for 35-40 minutes or until the pastry is golden. Serve immediately.