Preheat oven to 160°c (fan).
Place salmon, milk, peppercorns and bay leaf in saucepan over medium heat; simmer gently for 5 mins. Strain mixture, reserving fish and strained milk.
Flake fish into bite-sized pieces and place in bowl.
Melt butter in clean saucepan over low-medium heat, add onion and cook, stirring frequently, for 7-10 mins or until soft and translucent. Add flour; stir well and cook for 1 min. Slowly whisk in reserved milk. Bring mixture to the boil, whisking frequently, until smooth and thickened. Set aside to cool.
Add prawns, cayenne pepper and parsley to flaked fish, add sauce and season well. Stir gently to combine.
Spoon mixture into six ramekins.
Cut out four to six rounds (depending on how large each pie is) of pastry making them slightly larger that the ramekins and place on top. Brush the pastry with beaten egg and bake for 30 minutes or until crisp and golden. Serve hot.