Prepare the Filling

1. Preheat Oven: Preheat your oven to 400°F (200°C).
2. Toss the Vegetables: Place butternut squash, carrots, zucchini, bell pepper, and onion on a baking sheet. Drizzle with olive oil, season with salt, pepper, thyme, and rosemary, and toss to coat.
3. Roast: Roast the vegetables for 20-25 minutes, or until they are tender and slightly caramelized. Remove from the oven and let cool slightly.

Assemble the Pie

1. Prepare the Puff Pastry: On a lightly floured surface, roll out the puff pastry sheet to fit your pie dish.
2. Fill the Pie Dish: Spoon the roasted vegetables into the pie dish, spreading them evenly.
3. Cover with Pastry: Lay the puff pastry over the filling, trimming any excess around the edges. Crimp the edges with a fork or pinch for a decorative look.
4. Brush with Egg Wash: Lightly brush the top of the puff pastry with the beaten egg to give it a golden, shiny finish.

Bake the Pie

1. Bake: Place the pie in the preheated oven and bake for 25-30 minutes, or until the pastry is puffed and golden brown.
2. Cool Slightly: Allow the pie to cool for about 10 minutes before slicing and serving.