Preheat the oven to 400°F (200°C) and prepare a baking sheet with parchment paper.

In a large bowl, combine the diced butternut squash, carrots, parsnips, sweet potatoes, and halved Brussels sprouts. Drizzle with olive oil, and season with salt, pepper, thyme, and rosemary. Toss to coat.

Spread the vegetable mixture on the prepared baking sheet and roast for 25-30 minutes.

In a skillet, melt butter over medium heat. Add onion and garlic, cooking until translucent.

Sprinkle the flour over the onion and garlic, stirring constantly for 1-2 minutes.

Gradually whisk in the vegetable broth, and simmer while stirring for 3-4 minutes to thicken.

Mix the roasted vegetables into the roux and add heavy cream. Adjust seasoning if necessary.

Roll out the puff pastry and cut into rounds larger than the tops of your individual pie bowls.

Fill the bowls with the vegetable mixture and top with puff pastry, sealing the edges.

Brush the tops with the beaten egg or almond milk for a vegan option.

Bake for 20-25 minutes, until the pastry is golden and puffed.

Let cool slightly before serving.