To prepare pastry, place flour, cheese, mustard and cayenne pepper in a bowl and mix to combine. Rub in butter cubes with fingertips until the mixture resembles coarse breadcrumbs.
Mix in egg yolk and enough water to form a soft dough with metal spatula or round-ended knife. Turn onto a lightly floured surface and knead gently until smooth. Wrap pastry in plastic food wrap and refrigerate for 30 minutes.
To make filling, heat oil in a large frying pan, add chicken in batches over a high heat for 3 minutes or until browned. Remove chicken from pan and set aside.
Melt butter in a frying pan; add garlic, celery, and onion and cook, stirring, for 3-4 minutes or until onion is soft. Stir in flour and cook for 1 minute longer. Remove pan from heat and whisk in stock and milk.
Return pan to heat and cook, stirring constantly, for 4-5 minutes or until sauce boils and thickens. Add chicken, parsley, rosemary, and black pepper to taste to sauce and mix well to combine. Remove from pan and set aside to cool completely.
Place cooled filling in a 1 litre capacity pie dish. Roll out pastry to 5mm in thickness. Brush rim of pie dish with a little water and place pastry over the filling. Trim edges with a knife and decorate as desired. Brush with a little milk and bake for 30-35 minutes or until pastry is golden.