Prepare the cockles and mussels and steam in a large pan until the shells open. Discard any that stay closed. Scoop out the cockles and mussels and remove the flesh from the shells. Strain the liquor given out during cooking and reserve.
Fry the bacon in a little olive oil until lightly crisp, add the garlic, then the leek and spring onion. Cook lightly, turning the vegetables regularly. Add the thyme, parsley and pepper to taste. Stir in 300 ml/½ pt of the reserved cooking liquor and bring to the boil. (If there is not enough natural juice, make up the quantity with water.) Add the roux a little at a time to thicken the sauce slightly and whisk it in well with a balloon whisk. Add the cockles and mussels and bring back to the boil. Season with pepper and add salt if necessary. Remove from the heat immediately and pour the mixture onto a tray to cool quickly.
Preheat the oven to 200°C/400°F/gas 6. Divide the mixture between 4 small, deep pie dishes (or large ramekins) and cover each with a lid of pastry. Brush over a little egg wash, and bake in the preheated oven for 30 minutes or until the pastry is golden. Serve hot.