To make the ﬁlling, melt the butter in a large frying pan, add the leek and carrot and cook gently for 5 minutes. Mix in the capsicum, mushrooms and peas and cook for a further 5 minutes. Add the walnuts, if using. Stir in the ﬂour and coriander and cook, stirring, for 2 minutes. Gradually add the cream and the milk and cook on medium heat for 5 minutes, or until the mixture comes to the boil and thickens. Remove from the heat, stir in the dill, season to taste with salt and pepper and leave to cool.
To make the pastry, sift the ﬂour into a mixing bowl and rub in the butter. Stir in three-quarters of the Cheddar cheese with the mustard powder and salt. Add the milk and mix to a soft but not sticky dough. Knead lightly on a ﬂoured surface until smooth.
Lightly grease six ovenproof saucers, or shallow pie tins, 15 cm in diameter. Cut the dough in half, roll out one half thinly and, using one of the saucers as a guide, cut out six rounds, each a little larger than the saucer. Line the saucers with the rounds and divide the ﬁlling equally among them, spreading it up to about 1 cm of the edges.
Roll out the remaining dough thinly and, using a 16 cm plate as a guide, cut out six more rounds. Brush the edges of the dough on the saucers with cold water, cover with the ‘lids’ and press the edges together well. Trim and decorate the edges. Make a small hole in the centre of each pie to allow the steam to escape, then chill for 30 minutes.
Preheat the oven to 200°C. Put the pies on two baking trays, brush with the beaten egg and sprinkle with the remaining Cheddar cheese. Bake for 30 minutes, then reverse the position of the trays and cook for a further 10 minutes, or until the pies are golden brown. If baking from frozen, check that the filling is heated through (insert a skewer through the hole in the crust, leave for 30 seconds and test on your hand). Bake a little longer, if necessary.