Preheat the oven to 400°F (200°C).
In a large skillet, heat the olive oil over medium heat. Add the diced onion and garlic, cooking until softened, about 3-4 minutes.
Stir in the cooked chicken, frozen mixed vegetables, paprika, cumin, salt, and pepper. Cook for another 2-3 minutes until heated through.
Sprinkle the flour over the mixture and stir well to combine. Gradually add the chicken broth and milk, stirring constantly until the mixture thickens, about 5 minutes. Add Worcestershire sauce and parsley, if using. Remove from heat and let cool slightly.
Roll out one pie crust and place it in a 9-inch pie dish. Pour the chicken mixture into the crust.
Roll out the second pie crust and place it over the filling. Seal the edges by crimping with a fork or your fingers. Cut a few slits in the top crust to allow steam to escape.
Brush the top crust with the beaten egg for a golden finish.
Bake in the preheated oven for 25-30 minutes, or until the crust is golden brown. Let cool for 10 minutes before serving.