Method

1. Preheat the oven to 190°C with a rack in the center position.
2. Combine the egg and milk for the egg wash in a small bowl, whisk together, and set aside.
3. Prepare the Filling: Cut the potatoes in half lengthwise. Using a mandolin, slice the potatoes into ½-cm thick half-moon slices. Slice the leek lengthwise and rinse well under cold water, separating the leaves with your fingers to remove any sand or grit. Pat dry. Slice the leek halves crosswise into ½-cm slices.
4. Place the sliced potatoes, leeks, and diced onion on a half sheet pan and toss with the olive oil, dried thyme, freshly ground black pepper, and salt. Spread into a thin, even layer (the mixture will overlap slightly). Roast for 20 to 25 minutes, carefully flipping the mixture every 10 minutes or so, or until the potatoes, leeks, and onions are lightly caramelized and the potatoes are mostly cooked through.
5. Remove from the oven and transfer the mixture to a large mixing bowl. Add the cream and gently toss with a spoon to coat. Season to taste with salt and pepper.
6. Line a second sheet pan (or cool the previous sheet pan under very cold water, rinse, dry well, and re-use) and line with reusable baking mat or parchment paper.
7. Assemble: Increase the oven temperature to 200°C. Thaw puff pastry sheet and cut into 4 equal rectangles using a sharp knife. These will serve as the bottom half of each pastry. Repeat with another piece of puff pastry and set aside. Thaw additional sheets of puff pastry as needed.
8. Set the bottom pastry rectangles on the sheet pan. Distribute the potato-leek filling evenly into a thick, even layer onto the bottom half of each pastry rectangle, leaving a 1-cm border on all sides. Distribute the grated cheese evenly on top of each potato-leek filling. Brush the borders lightly with the egg wash.
9. Using the rolling pin, roll the remaining rectangles so they are slightly larger in size than the bottom pastry rectangles. Place each piece on top of the potato and cheese filling, lining up the edges (avoid stretching the dough if possible). Crimp the borders of each pastry by pressing with a lightly floured fork to seal. Arrange the pasties on the sheet pan, spacing them evenly apart. Brush the top of each pasty with egg wash. Sprinkle lightly with salt and black pepper. Note: If the dough has warmed or softened too much during assembly, allow the pasties to chill in the refrigerator for 15 minutes before baking.
10. Bake for 25 to 30 minutes, rotating the pan halfway through, or until the pasties are deep golden brown in color. Allow to cool for a few minutes before serving. Best served hot.