Gently saute the onion, bacon and fennel in the butter until vegetables just tender. Add the chicken breasts and quickly seal on both sides. Add wine and thyme leaves to pan and cover, then simmer for 15 -18 minutes until the chicken is cooked.
Remove chicken from pan along with majority of fennel combination, bring juices rapidly to the boil and allow to reduce slightly, then stir in the crème fraiche. Meanwhile cut chicken into medium sized dice and return to pan with all vegetables etc. stir through and allow to cool.
Preheat oven to 200°C (180°C for fan assisted ovens)/Gas M 6. Roll out pastry and cut out 4 x 15cm/6" disc and 4 x 10cm/ 4" discs. (You will have to re roll pastry to achieve this.)
Divide cooled chicken mixture between the four larger pastry discs and spread over pastry leaving a good border all round. Brush border with beaten egg. Place the smaller pastry discs on top of filling, then bring up the sides of the base pastry to just cover the smaller pastry rims. Pinch the base pastry to seal and press gently onto 'lids'. Brush all over with beaten egg. Make a small hole in top of each lid, place 'pies' on baking sheet and bake for approx. 18 minutes until golden brown. Serve hot or cold.