In large bowl, combine mushrooms, potatoes, onion, carrots, garlic and oil; salt and pepper to taste. Transfer to a large baking sheet. Bake in a preheated 425°F oven 20 minutes.
Meanwhile, in a large saucepan, melt butter over medium heat. Whisk in flour; cook, whisking 1 minute. Whisk in chicken stock and thyme; bring to a boil, whisking constantly. Boil 1 minute; whisk in half & half.
Remove from heat. Add roasted vegetables and chicken to sauce; toss to coat. Transfer to 6 ovenproof bowls. Set on a baking sheet. Cut each pastry sheet into 4 sections.
Brush outside edge of bowl with egg; place 6 pastry squares over bowls, pressing edges firmly around bowl. Brush tops with egg. Bake in a preheated 400°F oven until golden brown (about 25-30 minutes).