Finely chop mushrooms by hand, or alternatively, pulse in a food processor until finely chopped.
Heat oil in a saucepan over medium heat. Add leek, cook for 3-4 minutes until softened. Add mushrooms, increase heat to high and cook for 5 minutes or until moisture has almost evaporated. Add mince and thyme, cook, breaking up mince with wooden spoon, until mince changes colour. Remove from heat.
Melt butter in a large saucepan over medium-high heat. Add flour and cook, stirring for 2 minutes. Remove from heat, gradually add milk, whisking constantly to prevent lumps forming. Return to heat and bring to boil, whisking constantly. Add parmesan, chicken and mushroom mixture. Season and stir to combine. Set aside to cool.
Preheat oven to 220°C fan-forced. Lightly grease 4 x 2-cup capacity heatproof ramekins or bowls. Spoon chicken and mushroom mixture among bowls. Place a sheet of pastry over each ramekin, trim excess pastry. Cut a cross in the centre of each pie. Brush tops with water and season. Place pies onto a tray and bake for 25-30 minutes until pastry is puffed and golden. Serve.