Preheat the oven to 180C/350F/Gas 4.
For the filling, place half of the pork shoulder and bacon into a food processor and pulse to a coarse mince.
Combine with the rest of the pork, bacon, sage, rosemary, nutmeg, allspice and anchovy essence (or 1-2 fresh salted anchovies, finely chopped, or two teaspoons of Worcestershire sauce), and season well with salt and freshly ground black pepper.
For the pastry, sift the flour and salt and freshly ground black pepper into a bowl and set aside.
In a pan, heat the milk, water and lard together and gradually bring to a simmer, or until all the lard has melted.
Bring the milk mixture up the boil and then pour this onto the flour mixture. Mix well with a wooden spoon to create a firm dough.
Turn the dough out onto a floured work surface and knead the dough quickly for a few minutes.
Roll the dough out flat, then press the dough into a pork pie tin, saving a quarter of the dough for the lid.
Spoon the meat mixture into the pastry-lined pork pie tin.
Roll out the remaining quarter of pastry so that it's slightly larger than the tin all round.
Brush the beaten egg yolk all over the pastry lid, then place the pastry on top of the meat mixture and press down the edges to seal.
Cut a small hole in the top of the pastry and transfer into the oven for 45 minutes to one hour, or until the pastry is golden-brown and the meat is completely cooked through.
Remove from the oven and allow to cool in the tin.
To serve, turn the pie out of the tin and slice.