Heat the oil in a large frying pan, and add the onion and garlic. Cook over a medium heat for a few minutes, then add the diced mushrooms. There are a lot of mushrooms, so you can add them in stages if your pan isn't big enough!
Crumble the stock cube over the mushrooms, and cook for around 10 minutes, until they are thoroughly cooked. Add the smoked paprika and plenty of black pepper (you shouldn't need any salt unless you used low sodium stock), then stir in the sour cream, grated cheese and chopped parsley. When the cheese has melted, remove from the heat, and allow to cool. Transfer to a suitable baking dish - a larger dish will give a shallower pie with more pastry, and a smaller dish will give a deeper pie with less pastry (I used a fairly small dish).
Cut a piece of puff pastry just larger than the baking dish (an inch or two extra around all four sides), and place it over the mushroom filling. Cut a large cross in the top of the pie, and crimp the edges tightly with a fork. Cut off any excess pastry, making sure it is tightly sealed around the edge of the dish. Brush the pastry lightly with milk.
Bake the pie at 190°C (Gas Mark 5 / 375°F) for around 25 minutes, or until the pastry is cooked to your liking. Be aware that if the filling bubbles out through the hole, it will brown more quickly than the pastry will, so watch for burning. Serve warm.