Preheat the oven to 180°C. Heat the oil in a saucepan and stir through the flour. Slowly stir in the milk until smooth. Stir through the chicken and half of the avocado. Season with salt and pepper.
Divide the mixture between 4 x 250 ml oven proof dishes. Cut the pastry into 4 rectangles, about 1 cm larger than the dishes. Press onto the rims to cover the fillings.
Brush the pastry with extra milk. Score a cross in the centre of each pie with a sharp knife. Bake for about 20 minutes or until golden brown.
Season remaining avocado with salt and pepper and serve with the pies.