Heat the oven to 190°C (Gas Mark 5 / 375°F).
On a floured surface, roll out the pastry until it's very thin (even if it's pre-rolled). Cut into four squares measuring around 6 inches. Lightly spray four mini pie dishes with oil (mine measured around 4 inches in diameter), and lay a square of pastry over each. Lifting the edges of the pastry, gently push it into each pie dish with a knuckle, being sure to push the pastry right into the corners. Trim off any large amounts of excess pastry (I find it easiest to use a pair of scissors), leaving around a centimetre excess around the edges of the pie dishes to allow for the pastry shrinking.
Prick the pastry a few times with a fork, and bake for 10-15 minutes, until just starting to firm up.
While the pastry is baking, heat the oil in a pan, and add the sliced leek and small florets of broccoli. Cook over a medium heat for a few minutes until fragrant, then add the garlic. Cook for a few more minutes until the vegetables are soft.
When the pastry cases are ready, trim the excess pastry from around the edge with a sharp knife (rest it along the edge of the tin and it should be easy). Add the leek and broccoli mixture to the four pastry cases, and pour over the beaten egg. Scatter over the roughly chopped walnuts, and top with the grated smoked cheddar and a little black pepper.
Return to the oven for a further 40 minutes or so, until the cheese is golden brown and the egg has set.