Roll pastry to line a 9 or 10 inch pie plate along with a second piece for the top. Or if using puff pastry, roll to fit whatever size plate you are using. Place in refrigerator to chill.
For the filling, heat a large saucepan over medium heat and add butter. When melted, add onion and saute until transluscent, about 1 minute. Add all purpose flour and stir until fully incorporated with butter. Cook stirring constantly for 45 seconds to 1 minute until flour is slightly toasted and roux looks blond.
Add sage and thyme and stir another 10 seconds until aromatic. There should be no traces of dry flour. Slowly add chicken stock, whisking vigorously to prevent lumping. Cook 10 minutes, adding more stock if necessary. Stir in chicken and frozen vegetables.
Simmer for 20-25 minutes or until vegetables are well cooked. Add more stock if necessary; mixture should resemble a thick gravy. Season with salt and pepper and remove from heat.
Cool filling before adding to pie shell. Preheat oven to 375°F/190°C. Fill shell then apply some water to the edge before covering with top pastry. Crimp edges well to seal. In a small bowl beat egg with water. Brush entire top with egg wash and cut small vent holes in the middle.
Bake for 45-50 minutes or until crust is golden and filling is bubbling. Allow pie to rest for 10 minutes before serving.