In 9×13-inch baking pan, combine first 6 ingredients. Toss with olive oil, salt and pepper. Bake in a 425 F oven until tender (25-30 minutes), stirring occasionally.
In large bowl, toss roasted vegetables with peas, chicken, gravy and 2-3 teaspoons thyme.
Spoon 1 ¾ cups of the filling into each of 4 (16-ounce) ramekins. Make sure mixture is below the rim of each ramekin.
Remove pastry sheets from package and lay flat on floured surface. Sprinkle each sheet with 1 teaspoon each of parsley, thyme and rosemary.
Roll sheets of pastry to ⅛ inch thickness. Cut 2 circles from each sheet, 1-2 inches larger than top of bowls.
Arrange each pastry circle over prepared bowls, tuck pastry under edge of bowl and crimp to hold in place.
Beat egg with water; brush over top of pastry.
Place pot pies on baking sheet. Bake in a 400 F oven until golden brown (25-30 minutes). Let stand 5-10 minutes before serving.
Tip: To make ahead of time, assemble pot pies through the crimping step, then double-wrap in plastic wrap and freeze for up to one month. When ready to use, remove from freezer; brush with egg wash and bake, frozen, at 400 F until golden brown and bubbly (35-40 minutes).