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Heat the oil in a large flameproof casserole dish. Brown the chicken thighs in batches until golden, then transfer to a plate. Add the onions to the dish and cook for 5 mins until soft, then add the chorizo and cook for 2 mins more until the orangey oils are released into the pan. Stir in the flour for 1 min, then add the sherry and bubble for 2 mins until most has evaporated. Return the chicken to the pan, add the stock, cover with a lid and simmer for 40 mins or until tender.
Using a slotted spoon, scoop the chicken pieces out of the pan and transfer to a plate. Use 2 forks to shred the meat into chunky bite-sized pieces. Meanwhile, add the cream to the pan, increase the heat and bubble for 10-15 mins until the liquid has reduced to a white sauce consistency. Add seasoning (remembering that the chorizo can be quite salty) and return the chicken to the pan along with the parsley. Transfer to a pie dish (ours was 20cm x 25cm) and place a pie funnel or piping nozzle in the centre. Set aside to cool a little while you prepare the pastry.
Heat oven to 200C/180C fan/gas 6. Roll out the pastry on a lightly floured surface to the thickness of a £1 coin. Brush a little beaten egg around the rim of the pie dish then, using your rolling pin to help, lift the pastry over the dish. Trim away any excess pastry, then pinch the edges with your forefingers and thumb to crimp. Brush with a thin layer of beaten egg. If you like, you can use your pastry offcuts to decorate the pie, then brush with beaten egg. Bake for 45 mins or until golden brown and the filling is piping hot. Serve with your favourite veg.