For the dough: In a cup, add 1/4 cup cold water and the sazon. Stir to dissolve and set aside. In a food processor, add the flour, butter and salt. Then pulse until the butter is in small pebbles throughout the flour. Slowly add the seasoned water in a stream while pulsing until dough comes together. Remove the dough from the processor, form in to a ball and flatten it into a disk. Wrap it in plastic wrap and place in the refrigerator while you make the filling.
For the filling: In a pot, add the chicken, half of the thyme, the smashed garlic cloves and fill the pot with enough water to cover the chicken by an inch. Sprinkle with a nice pinch of salt and bring to a boil. Then lower to a simmer and cook until the chicken reaches internal temperature of 165 degrees F, or juices run clear when punctured, 20 to 25 minutes. Remove the chicken parts from the water and rest on a plate to cool. Reserve 1/4 cup of the poaching liquid.
Meanwhile, in a large saute pan, add the butter, oil, sliced garlic, serrano pepper, the remaining thyme, sazon, cumin, and season with a pinch of salt and few grinds of pepper. Saute while stirring until the pan is fragrant, 3 to 4 minutes. Add the frozen blend and reserved poaching liquid. Turn up the heat to create steam and continue stirring until the vegetable blend is cooked, 6 to 8 minutes. Add the flour in sprinkles and stir to combine. Then add the milk. Allow to simmer and thicken about 5 minutes. Remove from the heat.
Meanwhile, remove the dough from the refrigerator and sprinkle a flat surface with flour. Flour a rolling pin and roll the dough into a circle about 1/8-inch thick. Using a knife or pizza wheel, trim the edges. Center the dough in a 8 or 9-inch pie dish, allowing the excess dough to drape over the edges.
Remove the skin from the poached chicken, pull the meat from the bones and shred or chop. Stir into the pot along with the crema. Pour the filling into the dough. Flap the excess edges over the top of the pie, making sure to not overlap too much dough at the joints. This amount of dough leaves a hole in the center to vent. In a small bowl, whisk the egg and a splash of water. Brush the egg wash gently on the top of the pie dough.
Bake until the crust is golden brown and the insides are bubbling, 20 to 25 minutes.