Heat the oil in a large frying pan over medium heat.
Add the bacon and fry until golden and crisp. Remove from the pan and set aside.
In a large bowl, whisk together the eggs, flour, cheese, parsley, chives, dill, milk, salt and pepper.
Add the whitebait and bacon to the bowl and mix until everything is combined.
Cut the pastry sheets into 4 equal squares.
Place a spoonful of the whitebait mixture in the centre of each pastry square.
Brush the edges of the pastry with the beaten egg.
Fold the pastry over the filling and press the edges together to seal.
Place the pies on a baking tray and brush with the remaining beaten egg.
Bake in a preheated oven at 200°C (400°F) for 20 minutes or until golden and crisp.
Serve hot or cold. Enjoy!