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Cook the potatoes in boiling, salted water for 5-8 mins until tender, but still holding their shape. Meanwhile, melt the butter in a large saucepan. Add the leeks and thyme and soften for 10-12 mins. Drain potatoes and add to the leeks with the mustard and plenty of seasoning. Stir in the cream and leave to cool a little.
Heat oven to 180C/160C fan/gas 4. On a floured surface, roll out the pastry to the thickness of a £1 coin. Use a side plate or a bowl as a template to cut out 6 x 15cm circles. Mix the cheese with the leek mixture and pile a mound of the mix onto the centre of each pastry circle. Brush around edges with a little egg, then bring edges together and crimp with your fingers to seal.
Place pasties on a baking tray lined with baking parchment, brush with the remaining egg and bake for 40-45 mins until golden brown. Serve warm or leave to cool.