1. Preheat the oven to 350F/180C and generously butter the pans you will be using. For individual ones, I use a cupcake pan. For a large pork pie, you can use a springform pan or a loaf pan. I prefer to prepare the meat mixture first then do the pastry as you want to work with the pastry while it is still quite warm.
2. You can ask your butcher to mince the pork shoulder or you can do it yourself. Cut the pork into chunks then place in a food processor and pulse a few times. I prefer to not completely mince the pork, I find it gives the pork pies a better texture to use roughly chopped pork. 
3. Use a food processor or knife to chop the bacon into small pieces.
4. In a large bowl combine the chopped pork, bacon, sausage meat, sage, thyme, allspice, mace, anchovy paste, salt, pepper, Worcestershire sauce, and hot sauce. I find it easiest just to use clean hands to really combine everything. 
5. Take your pastry and roll it to just under a 1/4" thickness, cut to the size you need for your pan, take the scrapes, and re-roll to make the tops for the pies. Gently and carefully place the bottom pastry inside the buttered pan and gently pull/stretch the sides up to the top. You'll find hot water crust pastry is very pliable, if you have any thin spots add a bit more pastry to create an even thickness all the way around and make sure you have no tears or splits otherwise some of the fillings will ooze out.
6. Fill the pastry with the pork mixture and pack it in tightly as meat shrinks as it cooks. Cut the pastry top and spread a bit of water on the back of the pastry so it helps seal to the bottom pastry, then use your fingers to seal the two pieces of pastry together to seal the pie shut. You can now use a fork for an easy design or flute the pastry. 
7. In a small bowl mix together an egg and splash of water until combined then use a pastry brush to give the pork pie a generous egg wash. Then use a straw to poke a hole in the top. For a loaf pan, I would make three holes for muffin size only one hole is needed, this lets the steam escape while baking. 
8. For a loaf or springform pan, the pie will take about 1 hour 30 Minutes - 1 Hour 45 Minutes to bake. For the muffin size pork pies bake them for 40 minutes then gently remove them from the pan and place them on a sheet pan to bake for another 25 minutes, this helps them get nice and brown all the way around the pastry sides. Let the pies cool for an hour or so on a wire rack then transfer to an air-tight container and store in the fridge. 

Jelly (Optional)

1. After the pies have been baked and cooled. In a medium-sized bowl add the warm water and dissolve the gelatin, whisk vigorously to combine. Once dissolved whisk in the hot chicken broth. Carefully taste and season with salt and pepper if desired.
2. Use a funnel or a straw (hold the top of the straw with your finger to close it while you pick up some liquid) to carefully add some of the chicken jelly liquid into the same cavity you made previously with the straw. I like to do about 3 straws full of liquid, about a tablespoon or so. Store the pies in the fridge overnight for the gelatin to set.