In a medium sized pan, melt butter over medium heat. Add celery and onion, sauté for 8-10 minutes, stirring occasionally.
Stir in flour and thyme until flour is absorbed by the liquid in the pan, continue to cook flour for 2-3 minutes, stirring occasionally.
Add chicken broth, stirring until all flour lumps have dissolved, turn heat up to medium high, add salt, pepper, mixed vegetables, and cream. Bring mixture to a low boil for 2-3 minutes to cook vegetables and thicken sauce.
Add chicken and parsley, stir until combined, cook 2-3 minutes. Remove pan from heat and allow to cool at room temperature for 10-15 minutes.
On a lightly floured surface unroll pie dough, invert pan onto pie dough and press gently to make an imprint of the top of pan. If two pie tops cannot be made from one pie dough round, dough may need to be rolled slightly with a rolling pin to ensure both pan tops can be made from one round. Use a knife to finish cutting dough to make 4 tops to the pies.
Divide filling evenly between the 4 pans, about 2 cups of filling per pan.
Place cut dough tops on top of filling, make a decorative crimp around the edge with the tines of a fork. Cut 2 or 3 slits in the top to allow for venting.
Cover with aluminum foil. Wrap pan in a double layer of plastic wrap and freeze for up to 2 months.
To bake pie, preheat oven to 400 degrees. Add 1 tablespoon of water to egg and whisk until thoroughly combined. Unwrap pies, remove foil, brush tops with egg wash. Replace foil, and place on a rimmed baking sheet allowing for 2 inches of space between each pie.
Bake for 1 hour, remove foil and bake an additional 30 minutes or until crust browns and filling is heated through. If using a thermometer, test for doneness by inserting a thermometer in the center (should read at least 165 degrees).
Remove from oven and cool for 10 minutes.