In a heavy based pan, heat the oil and butter and cook the shallots for 5 minutes stirring occasionally. Add the sliced potatoes and pour over the cream and cook for a further 8-10 minutes. Finally add the rocket, season and remove from the heat. The temperature of the other ingredients will be enough to wilt the rocket sufficiently.
Preheat the oven to 220 degrees celsius. On a lightly floured surface roll out two thirds of the puff pastry to a thickness of about 3mm. Lightly butter a 20cm cake tin and line with the pastry, pinching up the edges.
Brush the edges of the pastry with egg wash and fill the centre with the potato and rocket mixture. Slice or crumble the gorgonzola piccante over the top. Roll out the rest of the pastry to a thickness of about 5mm and lay over the top to make a lid. Pinch the edges together to seal well, remove any excess pastry and brush with more egg wash.
Bake in the preheated oven for about 45 minutes. When cooked, unmould the pie, taking care not to damage it and serve whole leaving everyone to help themselves.