Preheat your oven to 400°F (200°C). Lightly grease a 9-inch pie dish and set it aside while you prepare the filling.

Heat the olive oil in a large skillet over medium-high heat. Add the diced chicken thighs and cook for 5-7 minutes, until lightly browned on all sides, then remove the chicken to a plate.

In the same skillet, add the diced chorizo, onion, and red bell pepper. Sauté for 5 minutes until the onion is translucent and the chorizo has released its vibrant red oils.

Stir in the minced garlic and smoked paprika, cooking for about 30 seconds until highly fragrant. Pour in the dry sherry and chicken broth, scraping up any browned bits from the bottom of the pan.

Stir in the crushed tomatoes, green olives, and the browned chicken. Reduce the heat to medium-low and let the mixture simmer for 10 minutes until the sauce thickens into a rich gravy, then let it cool slightly.

Roll out half of the puff pastry and line the bottom of your prepared pie dish, trimming any overhang. Pour the slightly cooled chicken and chorizo filling evenly into the crust.

Cover the pie with the remaining sheet of puff pastry, crimping the edges together to seal the pie. Brush the top generously with the beaten egg and cut a few small slits in the center to allow steam to escape.

Bake for 25-30 minutes, or until the pastry is puffed and deeply golden brown. Let the pie rest for 10 minutes before slicing, and serve warm with a side of mixed greens or roasted asparagus.