In large soup pot, melt butter over medium heat and cook onion and bell pepper 3 min, until softened. Add garlic and jalapeño, cooking 1 min more. Stir in flour and broth and bring to a boil, cooking until thickened, 2 min. Add corn, beans, chiles, hot sauce, spices (except cayenne), as well as lime juice and chicken and return to a simmer. Add cream, cotija and cilantro, then adjust seasonings, as needed, adding cayenne and more salt, as desired. If filling is too thick, add a bit more broth and cream. Remove from heat. (Filling can be made 1-3 days ahead and chilled until ready to use.)
Preheat oven to 350 degrees. Pour filling into pie pans until 1/2" from top, being careful not to overfill to avoid spill over. Reserve any remaining filling, which can be frozen and used later. Place puff pastry sheet over filling and trim away excess, pinching and tucking in edges. Brush with beaten egg, then cut two small vents in center and bake on a sheet pan in preheated oven 30 min, until puffed in center and deep golden brown. Remove from oven and let rest 5 min before serving.