To make the pastry cases, sift the flour into a bowl and rub in the butter and lard. Press into a dough, adding a little iced water if necessary to bind.
With two thirds of the pastry line small deep patty-pans. Chill. Preheat oven to 200°C/400°F/Gas 6. Trim off mushroom stalks, put the tops into a sieve and dip the mushrooms into boiling water. Drain them then pat dry and chop. Put them into a bowl and mix in the oil, cheese and seasonings. Fill the pastry cases with the mixture. Roll out the remaining pastry and make lids for the cases. Seal the lids with the beaten egg. Make a small x-cut in the centre of each lid. Bake in the oven for 15-18 minutes. Serve warm.