COOK IT.
Preheat your grill or smoker to 425°F
Using cold butter, coat the bottom and sides of the cast iron. Cut one of the puff pastries in half, then lay both halves in the bottom of the cast iron, coating the whole bottom and bringing the rest up the sides.
In a mixing bowl, combine cream of chicken, broth, and heavy cream. Then add salt and BBQ rub.
Add chicken, veggies, parmesan, and thyme to the mixing bowl and mix everything well to combine.
Add the mixture into the pastry-lined cast iron and pat flat.
Cut the remaining two sheets of puff pastry into 20 1" by 15" long strips.
Weave the puff pastry strips over the cast iron and mixture. Trim any extra pastry away from the outside of the cast iron.
In a small bowl, combine egg an water to form an egg wash and brush over the top of the pot pie pastry.
Place the pot pie on the upper rack of your preheated grill or smoker and bake for 30-35 minutes, or until the puff pastry is golden brown.
With oven mitts or BBQ gloves, remove the pie from the grill and allow to rest for 10 minutes before serving.