Heat the oven to 200°C (400°F, gas mark 6). Put the leek, gooseberries, breadcrumbs, thyme and a pinch of salt and pepper in a bowl and mix.
Remove the skin from each pheasant breast and cut a deep pocket in the side. Spoon the stuffing mixture in, packing it firmly. Wrap a slice of bacon around each.
Sift the flour into a bowl and stir in the suet and some salt and pepper. Make a well in the centre and add the egg, lemon juice and enough cold water to mix to a soft, but not sticky, dough.
Divide into four and roll out each to about a 15cm (6 in) round, depending on the size of the pheasant breasts. Place a pheasant breast on each, brush the edges with egg and fold over to enclose. Pinch the edges to seal, place on a baking sheet and brush with egg to glaze.
Bake for 20 minutes, until the pastry is firm and golden brown, then reduce to 180°C (350°F, gas mark 4) and cook for a further 10-15 minutes.
Serve warm or cold, with a crisp salad and pickles.
