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Trim the woody ends off the asparagus (see pic 1 in step by step above) ), bring a large pan of salted water to the boil and cook them for 2 mins, then lift into a bowl of iced water. Slice the tips off the asparagus and set aside. Cut each chicken breast into long two-finger-thick strips (pic 2), then wrap the prosciutto slices around some of the asparagus spears and chicken strips (pic 3) and set aside. Using your hands, scrunch the sausagemeat with the pistachios in a bowl, season with the cayenne and lots of black pepper, then set aside.
Cut a piece of baking parchment to fit the bottom and sides of a lightly buttered 2-litre terrine dish or loaf tin, leaving an overhang (pic 4). To make the pastry, tip the flour into a bowl with 2 tsp salt and the mustard powder, then grate in a small pinch of nutmeg. Put the lard, butter and milk in a pan with 250ml water and heat until the fats have completely melted. Pour into the flour and beat with a wooden spoon until combined. Tip onto your work surface and knead briefly until it all comes together.
Take 2/3 of the dough and wrap the rest so it doesn’t dry out. Roll it out into a rectangle to line the dish with an overhang. Lay the dough into the dish and, using your fingers, press it into the bottom, corners and up the sides (pic 5).
Take 1/4 of the sausage mixture and pat it into a shape that will fit the dish, then lay it in. Now build up the pie with alternate layers of the asparagus, chicken strips and sausagemeat (pic 6), pressing down the mixture with your hands as you go, finishing with a bulging top layer of sausagemeat.
Brush the overhanging pastry with the beaten egg, then roll out the remainder and drape it over the top of the pie filling (pic 7). Press the edges together gently, then use a small knife to trim the pastry (pic 8). Crimp the edges by pinching your fingers (pic 9) and use pastry trimmings to decorate the top, if you like. Brush with egg and pierce three holes along the top.
Heat oven to 200C/180C fan/gas 6 with a baking sheet in it. Place the pie on the hot sheet and bake for 1 hr 45 mins. Lower the heat to 180C/160C fan/gas 4 if the pie is browning too much. When the pie has 20 mins left, brush the top with more egg and season with flaky sea salt. (Don’t worry if some juice leaks out of the side.) It’s ready when the pastry is dark golden brown or when a digital cooking thermometer inserted through one of the holes reads 70C or more. Leave to cool, then chill. Can be made up to three days ahead. To serve, carefully remove from the tin, place on a board and slice. Make a salad with the asparagus tips, shallot rings, salad leaves and French dressing, if you like.
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