Preheat the oven to 400°F (200°C).

In a large bowl, combine butternut squash, carrots, parsnips, sweet potatoes, and brussels sprouts. Drizzle with olive oil, season with salt, pepper, thyme, and rosemary. Toss until vegetables are well-coated.

Spread vegetables evenly on a baking sheet. Roast in the preheated oven for 25-30 minutes or until tender and caramelized. Remove from oven and set aside.

In a large pan, melt the butter over medium heat. Add the onion and garlic, cooking until the onion is translucent, about 5 minutes.

Stir in the flour, cooking and stirring constantly for 1-2 minutes to eliminate the raw flour taste.

Gradually whisk in the vegetable broth and bring to a simmer, allowing the mixture to thicken for about 3-4 minutes.

Stir in the heavy cream and roasted vegetables, combining all ingredients well. Season to taste with additional salt and pepper if needed, then remove from heat.

Roll out the puff pastry sheet on a lightly floured surface. Cut it into rounds slightly larger than the tops of your oven-safe bowls or ramekins.

Divide the vegetable mixture among the bowls. Place a puff pastry round on top of each bowl, pressing the edges to seal.

Brush the tops with the beaten egg to achieve a golden brown finish during baking.

Place the bowls on a baking sheet and bake for 20-25 minutes, or until the puff pastry is puffed and golden brown.

Allow to cool slightly before serving hot.