Pre-heat the oven to 180º C.
Place the carrots, parsnips, butternut squash, onion and garlic in a large oven proof dish or roasting tin. Spray well with low calorie cooking spray and toss to coat.
Place in the preheated oven for 30 minutes, tossing halfway through.
Add the mushrooms and Brussels sprouts, spray well with low calorie spray and toss to coat.
Return to the oven for a further 30 minutes, tossing halfway through, until the vegetables are just tender and beginning to caramelise around the edges.
Remove from the oven and reduce the oven temperature to 160º C.
Add the turkey, Stilton cheese and thyme to the roasted vegetables and mix.
In a small bowl, mix together the honey, Dijon mustard and season well with salt and pepper to taste.
Pour the honey and mustard mixture over the vegetable mixture and mix until coated.
Place a sheet of baking parchment paper on a square baking tray.
Place a sheet of filo pastry on the baking parchment paper and gently brush all over with egg.
Place another sheet of filo pastry on top, at an angle, to create a pointed edge, and brush all over with egg.
Repeat this process until all 6 sheets of filo pastry have been used, making sure to brush the last layer with egg.
Place the vegetable mixture in the centre of the pastry. Fold the pastry over the edge of the filling. The folded pastry edge should be about 5 cm wide and the rest of the filling should be exposed. The finished pie should be about 23 cm in diameter. Don't worry if there are any small tears in the pastry, the pie is supposed to have a casual, rustic appearance.
Brush the folded in edge with beaten egg and place in the oven for 25 - 30 minutes or until the pastry is crisp and golden. Sprinkle with fresh thyme leaves and place on a serving plate. Serve warm with a mixed salad.