We heat another teaspoon of canola oil over medium heat and saute the mushrooms. When most of their liquid is released and they are browning, we add the red pepper. After a few minutes, we add the garlic and a little more salt and pepper. We add these vegetables to our bowl of already cooked vegetables.
We cook the chicken sausage links with the remaining teaspoon of canola oil over medium heat for about 8 minutes. We remove them to a cutting board and chop into bite-size pieces. We add these to our big bowl of vegetables.
We pre-heat the oven to 375 degrees. In the same pot we cooked the vegetables and the sausage, we make our sauce. We heat the butter over medium-low heat. We add the flour and stir for about 3 minutes. Meanwhile, we heat our chicken broth and milk in the microwave in a large measuring cup for a minute and a half. We whisk the liquid in slowly to the butter-flour mixture, scraping up the browned sausage bits. We continue to whisk as the mixture comes to a boil. We add a little more salt and pepper and the thyme and simmer gently for about 4 minutes.
We pour the sauce over the vegetables and sausage in the large bowl. We add the peas, sherry and parsley, and stir well. We divide this mixture into 4 six-ounce individual pie dishes and one 9-inch pie plate. The individual pies we bake tonight, the pie plate we cover at this point with plastic wrap and refrigerate for another meal.
For our four individual pies, we heat a tablespoon of butter in the microwave to melt. We should have at least doubled this, but we make do. We take out 3 sheets of phyllo dough from the package and use our scissors to cut squares to fit our pie dishes. We butter and layer about 5 sheets of phyllo on each pie dish.
We bake the individual pie dishes on a cookie sheet for about 20 minutes. We want the pies to be bubbling and the top golden.