Add the butter to a large skillet and set over medium heat. Once hot, add the onion and cook until softened and slightly caramelized, about 5 minutes, season with salt + pepper. Add the garlic, carrots and shredded Brussels sprouts. Continue to cook until the carrots are fork tender, about 5 minutes. Stir in the sage + thyme.
To the skillet, add the remaining 6 tablespoons of butter. Once the butter has melted, add the flour and continue cooking another minute, stirring to incorporate. Slowly pour in the milk and a pinch of cayenne. Bring the sauce to a low boil and then reduce the heat and stir in the peas. Simmer for 5 minutes or until the sauce has thickened. Remove from the heat. Stir in the shredded turkey and cranberry sauce (if using). Taste and season with more salt + pepper if needed.
Grease 8 mini ramekins. Divide the turkey mixture among the ramekins. Unroll the puff pastry and cut it into 8 squares (4 squares per sheet). Tuck the sides of the pastry down into the ramekins OR let the pastry hang over the sides of the ramekins. Pinch the pastry against the ramekins to seal.
Brush the tops of the pastry with the beaten egg and then cut four small slits in the top of each pie. Place the ramekins on a cookie sheet and bake for 30-35 minutes or until the pastry is puffed and golden brown. Remove from the oven and sprinkle with fresh parsley and salt.