Preheat oven to 425F. Place mushrooms, carrots, onion, celery, garlic, salt, pepper, thyme, and olive oil onto baking sheet. Toss with hands until well combined.
Roast for 30 minutes, tossing veggies after 15 minutes. Set aside. Leave oven on!
In a small saucepan over medium heat, add the butter. When melted and bubbling, stir in flour. Whisk frequently, cooking for 5-7 minutes, or until roux darkens to a nice golden brown.
Combine milk, broth, mustard, salt, pepper, and thyme. Pour into pan, whisking constantly. Stir in cream cheese and heat until melted and mixture thickens. Remove from heat.
Remove paper from garlic. Roughly chop. Stir veggies into sauce.
Layer bottom of 9-inch pie dish with dough. Pour in mixture. Top with remaining dough. Cut a slit in the centre.
Cover crust edges for the first 10 minutes of baking. Remove cover and bake for another 20 minutes.
Allow to cool a bit before serving!