Add the dry mushrooms in a medium bowl. Cover with boiled water and set aside to soak for about 30 minutes.
Remove the mushrooms from the water, chop and set aside. Save 1 cup of water for later.
Add the olive oil to a large saucepan on medium heat. Add the shallot and garlic and saute for 2 minutes, to soften.
Add all the mushrooms, thyme, salt and pepper and stir for 5 minutes.
Meanwhile, in a small saucepan, melt the butter on medium heat.
Add the flour and stir until well combined.
Slowly add in the milk, mushroom water, and whisk until you have a smooth, thick mixture.
Stir in the nutmeg and season with salt and pepper.
Combine the cooked shallots, garlic and mushrooms with the sauce and leave to cool for about 7 minutes.
In a baking pan, add the mushroom mixture, cover with pastry, brush with vegan milk and sprinkle with sesame seeds.
With a sharp knife, make cuts on top of the pie.
Bake for about 25 minutes or until golden on top.