I can never understand why most fish pie recipes require you to precook the fish in milk, then subject it to 30 minutes in the oven. No wonder the fish is often chewy or turned into mush. A nicer—and much quicker—way is to bake it from raw ingredients. Invest in a bottle of Noilly Prat—that, rather than the type of stock, is what gives the sauce its flavor.
Preheat the oven to 400°F. Grease a shallow (about 2-quart capacity) baking dish.
Start by making the mashed potato for the topping. Chop the potatoes into 2-inch chunks and cook in boiling salted water until tender, about 15 minutes. Drain well and push through a potato ricer, or mash until smooth. Add the butter and hot milk and mix until well incorporated. Allow to cool slightly, then stir in the egg yolks. Season well with salt and pepper and set aside.
Sauté the shallots or onion in the oil and butter with the thyme leaves for about 5 minutes until softened. Add the Noilly Prat and Pernod (if using), then cook for 4–5 minutes until reduced right down.
Stir in the flour and cook for a minute or so. Heat the stock in a small pan or a pitcher in the microwave. Gradually whisk it into the shallot mixture then stir with a wooden spoon until smooth, and boil for about 5 minutes until the mixture turns a shade darker. Mix in the milk, lower the heat, and simmer for a few minutes. Season well with salt and pepper, then add the cream and parsley.
Meanwhile, cut the salmon and cod into bite-sized chunks and scatter in the baking dish with the scallops and shrimp. Sprinkle with the lemon juice and season with salt and pepper. Put the dish on a baking sheet.
Pour over the sauce and mix well with a fork. Spread the mashed potatoes on top and fluff up with a fork. Scatter with the grated cheese and put the pie immediately in the oven. Bake for 10 minutes, then turn the oven down to 350°F and bake for another 20 minutes, turning if it browns unevenly. Allow to stand for 10 minutes before serving.