Remove pie shells from the refrigerator and bring to room temperature while the filling is being made.
In a large saute pan over medium-low heat melt the butter. Add the onions, garlic and, mushrooms and cook until the vegetables are softened. About 5-8 minutes.
Sprinkle the flour over the vegetable and mix well. Pour in the wine and milk and cook until mixture begins to thicken.
Once thickened, add the chicken, ham, thyme, salt and, pepper. Mix to combine well and remove from heat. Stir in the frozen vegetables, cheeses and parsley. Set aside to cool.
Unroll the pie crust and lightly roll out with a rolling pin. If making mini pies, trace the pie tin with a paring knife to form a circle. You will have enough from two crusts to make 8 circles. If making one large pie, place one round into dish and spoon in the cordon bleu mixture. Top with the other shell and crimp the edges. If making minis do the same 4 times and add about 1 1/4 of filling into each tin. Cover and crimp with the remaining crusts.
Crack the egg and 1 tablespoon of water into a dish. Mix well with a fork. Brush the egg wash over the pie or pies.
Bake in a 400-degree oven for 45-50 minutes or until the crust becomes a lovely golden brown. Let sit for 10 minutes before serving.