Cut out and discard the thin tubes from the kidneys. Rinse the kidneys in cold water until the water runs clear, then chop them into small pieces. Heat the oil in a large saucepan or deep saute pan. Add the onions, bay and thyme sprigs and fry over a medium heat for 8-10 mins until the onions are really golden, stirring often. Put the kettle on.
Add the steak and kidney to the pan and stir-fry briefly, just until it loses its pink colour. Turn up the heat, pour in the wine, stir to deglaze the bottom of the pan, then let it boil over a high heat for 2-3 mins until reduced and absorbed into the meat. Stir in the tomato puree and mustard powder. Sift in the flour, stirring, then stir for a couple of mins. Pour in 400ml boiling water and continue stirring until the mixture starts to boil and is thickened. Tip in the carrot and both mushrooms, reduce the heat, cover with a lid, then leave to simmer gently for about 1 hr, stirring occasionally. Remove the lid and simmer another 25-30 mins or until the meat is very tender and the gravy has thickened slightly.
Remove from the heat and remove the bay leaves and thyme sprigs. Stir in the parsley, season to taste, then transfer to a pie or ovenproof dish (22-23cm in diameter, 6cm deep, 1.7-litre capacity or similar), then leave to cool slightly. Heat oven to 200C/180C fan/gas 6.
While the meat is cooling, make the pastry. Put the flour, and thyme if using, into a bowl. Grate in the cold or frozen butter, make a well in the centre, then add the yogurt, olive oil, a pinch of salt and a good grinding of black pepper. Using a round-bladed knife, mix together with 2 tsp cold water, then gently gather together with your hands to form a dough. Remove from the bowl and knead briefly until smooth.
Roll out the pastry on a lightly floured surface so it’s slightly bigger than the top of the pie dish. Lay the pastry over the meat and trim the edges with scissors so it slightly overhangs the edge of the dish. Make 2 small slits in the centre. Flute the edges, then roll out the trimmings and cut out 6 diamond-shaped leaves. Dampen one side and lay them on the pastry lid. Place the dish on a baking sheet, then bake in the oven for about 25 mins or until the pastry is golden.