This recipe is a bit more like a casserole that's covered with puff pastry rather than an actual pie, but it tastes pretty much the same. From the Alton Brown Good Eats episode.
Preheat the oven to 400 degrees Fahrenheit (204 C)
Melt 1 tablespoon of butter in a straight sided sauted pan or sauce pan if you don't have one, over medium heat
Add the onion and celery and a bit of salt, saute for 5 minutes to sweat out the moisture
Add the frozen veggies and cook for 8 minutes
While the veggies are cooking, combine the milk and chicken broth and microwave for two minutes to bring them nearly to a boil
Add the remaining two tablespoons of butter to the veggies, once the butter melts, add the flour and whisk to distribute the flour over all the veggies
Add the hot broth and milk mixture and turn up the heat a bit, and cook until the flour causes the mixture to thicken and form a gravy-like sauce
Add the thyme and parsley and season with salt and pepper to taste
Add the mixture to a glass casserole dish, then cover the mixture with squares of puff pastry until as much of it as possible is covered with a layer of puff pastry
Bake for 45 minutes, then allow 30 minutes to cool and allow for the gravy to thicken a bit