Preheat oven to 200 °C. In a large covered pan, slowly poach chicken breasts in chicken stock, sherry and bay leaf for 15 -20 minutes depending on size.
Cut veggies into bite sized pieces and add to the pan.
Cover and continue to cook for 5 minutes.
Remove the bay leaf and place chicken and vegetables into a deep pie dish, leaving behind the juices.
Mix cornflour with milk and add to juices, bringing to the boil to thicken. Add herbs and season with pepper.
Pour sauce over chicken and veggies. Prepare pastry crust by spraying every second sheet of filo with a little oil and layering sheets on top of each other.
Place over top of dish, scrunching up slightly. Spray with a little oil and bake until crisp and brown.