Melt the butter in a pan over a low heat, add the onion, leek and bacon and cook over a low heat until very soft but not browned.

Stir in the flour to make a roux and cook for a minute. Add the white wine and fish stock, stir well to remove any lumps, bring to the boil, then turn down to a simmer and cook for 5–10 minutes until the sauce has thickened. Add the cream and bring to the boil, stirring until you have a thick sauce. Add the saffron, salt andsome pepper, stir in the parsley and fold in the chopped hard-boiled eggs.

Roll out the pastry to about 3mm/⅛in thick. Cut out a long, 2cm/¾in wide strip of pastry. Dampen the rim of a deep pie dish with water and press the pastry strip onto the rim. Pour a little of the sauce into the dish and arrange the mackerel on top, with their heads on the edges of the dish. Pour over the remaining sauce.

Cut out a piece of pastry a little bigger than the size of the dish, then cut slits in the pastry large enough to poke the mackerel heads through. Carefully lower onto the pie dish, then, working around the dish one fish at a time, poke the fish heads through the pastry. Brush the pastry with beaten egg and bake for 40–45 minutes until the pastry is golden and crisp. Serve with new potatoes and green vegetables.