Preheat the oven to 425ºF / 220ºC degrees.
Melt the butter in a large skillet over medium heat.
Add the shallots and cook for 2–3 minutes until translucent, then add in the mushrooms and season with salt and pepper.
Cook for around 6–7 minutes until the mushrooms have reduced in size, turned golden brown, and the liquid has evaporated.
Add in the parsnips and cook for another 6–8 minutes until the parsnips are beginning to turn golden.
Sprinkle over the flour and stir while it cooks for a minute.
Add in the broth and deglaze the pan, then add in the Worcestershire sauce and pearl onions.
Bring to a boil and cook, stirring regularly, until the sauce begins to thicken—about five minutes.
Remove from the heat and add in the chopped kale and half of the chopped thyme. Stir until the kale starts to wilt.
Divide the mixture between four individual portion baking dishes.
Cut the thawed pastry into four and place one piece on top of the mixture in each baking dish.
Brush the top of the pastry with the beaten egg and sprinkle over the remaining chopped thyme and some cracked black pepper.
Bake in the oven for 20 minutes until the pastry is golden brown and the mixture is bubbling.