Remove the pastry from the fridge, and set aside.
Heat the oil in a large frying pan, and add the onion. Cook over a medium heat for a couple of minutes, until slightly soft. Add the diced mushrooms and garlic, and a good pinch of salt and pepper. Cook for another 5-10 minutes, until the mushrooms are fully cooked and any excess liquid has evaporated.
Remove from the heat, and add the chopped parsley and cream cheese. Mix well, and set aside to cool.
Heat the oven to 190°C (Gas Mark 5 / 375°F).
On a lightly floured surface, roll out the pastry until it's nice and thin (even if it's already pre-rolled).
Lightly grease a mini loaf tray or cupcake tray. Line about six cups with a rectangle of pastry, gently pressing it into the corners. If the pastry tears at all, just patch it up with small pieces of pastry. Trim off any excess, leaving just half a centimetre or so around each edge.
When the creamy mushroom mixture is mostly cooled, distribute it into the six pies. Place another piece of pastry on top, and tightly roll the excess pastry to seal (you'll probably have some pastry left over).
Cut a small cross in the top of each pie, and brush with a little milk.
Bake the pies for around 45 minutes, or until golden brown and crispy. Transfer to a rack to cool, or serve warm.