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Heat oven to 180C/160C fan/gas 4. Heat the olive oil and butter in a heavy-bottomed frying pan along with the thyme and bacon. Cook, stirring, for 4 mins or until the bacon starts to colour and release its fat. Add the garlic, shallot and mushrooms, and cook for 4 mins until the mushrooms have released their moisture. Add the pheasant and season, then deglaze the pan with the sherry or wine. Stir in the crème fraîche, take off the heat and allow to cool completely in the fridge for around 40 mins.
Unroll the pastry on a lightly floured surface and spoon the cold filling in a long sausage shape along the centre of the pastry. Brush along the sides of the pastry with the egg wash and fold the pastry over the filling, as if making a sausage roll. Press to seal the bottom and sides with a fork. Transfer to a baking sheet lined with baking parchment. Brush with the remaining egg wash and sprinkle with the nigella seeds. Bake in the oven for 25-30 mins, until golden brown and nicely puffed up.