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First, make the compote. Put the sugar and vanilla pod with seeds in a saucepan with 3 tbsp water and bring to the boil. Try to gently swirl rather than stir. Drop in the gooseberries and simmer for 20 mins or until half the liquid has bubbled off. Divide between four small pie dishes and put in the fridge to cool while you make the custard.
Put the cream, milk and vanilla pods with seeds in a saucepan and bring just to the boil. Meanwhile, in a large bowl, whisk the egg yolks, sugar, flour and cornflour together. Pour the hot milk mixture over the egg mixture, whisking constantly. Rinse out the saucepan, then pour the custard mixture into the pan. Cook on a low heat, whisking, for 5-6 mins until thick. Pour through a sieve over a large jug and discard the vanilla pods, then pour the custard over the compote in the pie dishes. Leave to cool.
Heat oven to 180C/160C fan/gas 4. To make the pie lids, lay one sheet of the filo on the work surface and brush with the melted butter, then put another sheet on top. Repeat with the rest of the sheets. On the final layer, scatter over the sugar, then cut the pastry into four rectangles. Lightly scrunch each rectangle and place loosely on top of each pie dish. Bake the pies in the oven for 20 mins or until the pastry is golden and caramelised. Remove from the oven and serve.