Step 1 Preheat oven to 180°C. To prepare filling, place seafood mix, fish, wine, stock, carrot, capsicum and onion into an ovenproof dish. Cover and bake for 15–20 minutes, or until fish and vegies are cooked. Drain and reserve liquid to make the sauce.
Step 2 Whisk cornflour, milk and mustard together. Stir into reserved liquid from fish and cook in a small saucepan for a few minutes, or until thickened. Add cheese and season to taste with freshly ground black pepper. Add seafood mixture and stir to combine. Cool.
Step 3 To prepare pastry, take one sheet of filo, spray lightly with oil then add a second layer. Spray this lightly then fold the 2 sheets in half (so the short side is closest to you). Spoon a quarter of the pie mixture onto the bottom third (closest to you) of filo, leaving a 2cm border.
Step 4 Fold in sides and bottom and roll up to make a parcel. Repeat with remaining sheets of filo and seafood mixture, to make 4 parcels. Place the filo parcels onto an oven tray lined with baking paper.
Step 5 Spray outsides of parcels with oil and sprinkle with a few sesame seeds. Cook for 15–20 minutes, or until filo is crisp and golden. Serve with salad.