1 shallot, finely chopped
3 tablespoons extra-virgin olive oil
1 carrot, peeled and thinly sliced crosswise
1 small parsnip, peeled and sliced into rounds
1 russet potato, peeled and diced
1/2 cup dry white wine
1 1/2 cups chicken stock
1 pound boneless, skinless chicken breasts, cut into 1/2-inch pieces
3 thyme sprigs
Coarse salt and freshly ground pepper
5 teaspoons cornstarch whisked with 2 tablespoons water
1/2 cup heavy cream
1 package (14 ounces) puff pastry, cut into four 4 1/4-inch squares
1 large egg, lightly beaten