Soak the mushrooms in 4 tablespoons boiling water for 5–10 minutes. Heat 2 tablespoons of the oil in a frying pan and fry the turkey for 2–3 minutes until golden. Add the prosciutto and cook for 2 minutes before adding the fresh and dried mushrooms. Fry for 3–4 minutes until the mushrooms are soft and golden.
Pour the wine into the pan, then add the thyme. Allow the liquid to bubble for 2–3 minutes until evaporated. Remove from the heat, stir in the mascarpone and season to taste.
Roll out the pastry into a rectangular shape until it forms a thin layer and cut into four. Spoon one-quarter of the mixture on to the centre of each quarter of pastry. Brush a little beaten egg around the edges, fold over the pastry and press firmly to seal.
Brush the remaining egg over the closed pasties, score the tops with a knife, if liked, and cook in a preheated oven, 200°C (400°F), Gas Mark 6, for 20 minutes until golden and crispy.