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Assemble the pies up to a day ahead; chill, ready to bake.
Put the fish in a medium wide-bottomed pan and add the bay leaf, onion and peppercorns. Pour over the milk. Bring to simmering point, then reduce the heat to low, cover and leave the fish to poach for 5-6 minutes or until just cooked.
Take the fish off the heat and put on a plate to cool. Strain the milk into a jug and discard the flavourings. Rinse the pan.
Preheat the oven to 190°C, fan 170°C, gas 5. Flake the fish, discarding the skin and any bones – keep the flakes chunky.
Using skimmed milk and filo pastry (instead of puff pastry) keeps the fat content lower here. If you prefer, make one large pie in a 6cm-deep, 20cm round dish. Bake for 40-45 minutes.
Melt the butter in the pan and stir in the flour. Cook for a couple of minutes, stirring. Take the pan off the heat and whisk in the fish-poaching milk, little by little, stirring between additions. When all the milk has been added, return to the heat and simmer, stirring, until thickened. Take off the heat and season.
Carefully fold the fish chunks, peas and parsley into the sauce.
Divide the fish and sauce between the dishes. Lay the sheets of filo in front of you, one on top of the other, and cut each sheet into 4 x 12cm squares. Place 5 squares of filo on top of each dish, spraying a little oil between layers. Sprinkle the pies with sesame seeds and bake for 20-25 minutes or until bubbling.