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Melt the butter in a large saucepan over medium heat. Add the onion and celery and cook 3 to 5 minutes, or until the onion is translucent.
Stir in the gravy and cream and heat gently. Add the peas and carrots, sherry (if using), poultry seasoning, thyme leaves, and chicken or turkey meat and simmer for 5 to 10 minutes. Add salt and pepper to taste. (Note: You might not need to add salt depending on how the gravy and meat were seasoned.)
Coat 4 individual serving casserole dishes or bowls with cooking spray. Divide the gravy and chicken mixture among them.
Unroll the puff pastry sheet on a lightly floured countertop. Let thaw slightly. Cut it into four equal pieces, each large enough to fit over the casserole dishes. Make several small slits in the center to let the steam escape. (You can trim the puff pastry lids to fit with a sharp knife if desired.)
Position on top of the pot pie filling, crimping any overhang. Brush lightly with the egg wash. Transfer the pot pies to a rimmed baking sheet lined with foil.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 400F and preheat, lid closed, for 10 to 15 minutes.
Bake the pot pies for 30 minutes, or until the puff pastry is nicely browned and the filling is bubbling. Serve immediately.