1: Place the bay leaves, peppercorns, thyme and rosemary on a square of muslin, draw up the edges and tie tightly with kitchen string to enclose the flavourings. Place in a saucepan and pour on the chicken stock. Bring the stock to a simmer and allow to infuse over a low heat for 5 minutes.
2: Add the chicken thighs, bring back to a simmer and cook gently for 25 minutes. Add the leeks to the pan and cook for another 15 minutes until they are soft. Drain the chicken and leeks in a sieve over a heatproof bowl, to save the stock. When cool enough to handle, pull the chicken off the bones and set aside on a plate.
3: Melt the butter in a large saucepan over a medium-low heat, then add the flour and cook, stirring, for 1 minute to make a roux. Swap the spoon for a whisk. Slowly add 600ml of the reserved chicken stock to the roux, whisking constantly to keep the sauce smooth. (Save any remaining stock to use for soup, gravy etc.)
4: Continue cooking over a medium-low heat for 2–3 minutes, until the sauce thickens. Remove from the heat, add the cream, mustard and Cheddar and stir until the cheese has melted. Add the chicken, leeks, and flaked ham hock and season with salt and pepper to taste. Transfer to a large bowl, allow to cool, then stir through the chopped parsley. Refrigerate until needed.
5: To make the hot water crust pastry, place the flour and salt in the bowl of a stand mixer fitted with the paddle attachment. Make a well in the centre and pour in the beaten eggs. Mix on a medium speed until well incorporated – the dough will be crumbly once the egg has been worked in.
6: Place the butter, lard and water in a small saucepan over a medium heat until the butter and lard have melted. Turn the mixer to a low speed and gradually pour in the hot liquid, stopping as soon as a dough forms; you may not need all the liquid. (Alternatively, you can mix the pastry by hand, using a wooden spoon to beat in the eggs, then the melted mixture.)
7: Take the dough out of the bowl and divide into two pieces, one twice the size of the other: one-third for your pie lid, and the larger portion to line the pie tin.
8: On a lightly floured surface, roll out the larger piece to a round, 5mm thick. Use to line the base and sides of a 23cm round non-stick pie tin, 5cm deep, pushing the pastry into the sides. Let the excess overhang the rim and brush the pastry on the rim with beaten egg yolk.
9: Roll out the other piece of pastry to a round, 5mm thick, for the pie lid. Spoon the cooled filling into the pastry-lined pie tin. Cover with the pastry lid and cut away the overhanging excess pastry from the edge. (There will be quite a lot of trimmings.) Press the edges together with your fingertips, to seal and crimp.
10: Brush the surface evenly with beaten egg yolk and cut a small hole in the middle of the top, to allow the steam to escape. Place in the fridge for 30 minutes to allow the pastry to set. Meanwhile, preheat the oven to 210°C/Fan 190°C/Gas 5–6.
11: Bake the pie in the oven for 35–45 minutes or until the pastry is golden and crisp. Leave to stand for about 10 minutes before slicing and serving.