Place the cod, milk and bay leaf in a large saucepan and bring to a simmer over a medium heat. Simmer for 4-5 minutes until the cod is just cooked. Strain and discard the bay leaf as you do. Transfer the cod to a large mixing bowl and flake. Cover and set to one side.
Melt the butter in a large, heavy-based saucepan over a medium heat and sweat the onion, leek and courgette for 8-10 minutes, stirring for a few minutes. Stir in the chopped parsley, then the flaked cod and remove from the heat. Adjust the seasoning to taste.
Preheat the oven to 200°C.
Roll half the pastry out on a lightly floured surface into a large square with ½cm thickness. Transfer to a large lined baking tray. Spoon the cod and vegetable filling into the centre, leaving a 1-2 inch square border all the way around.
Roll the other half of pastry out into and identical square with ½cm thickness. Brush the edges of the base layer of pastry with some of the beaten egg. Carefully sit the other square of pastry on top and seal at the edges. Make zig-zag patterns all over the top of the pastry, then brush the remainder of the beaten egg.
Bake for 20-25 minutes until golden and risen.
Meanwhile, prepare the chive sauce by warming the crème fraîche gently in a small saucepan over a low heat until smooth and runny. Stir in the chives and butter and whisking until smooth. Adjust the seasoning with the lemon juice and seasoning. Set to one side.
Remove the pie from the oven and allow to rest for a few minutes before cutting into square portions and placing on serving plates. Reheat the sauce gently and spoon to the side of the pastry. Garnish the pastry with a sprig of parsley. Serve immediately.