Preheat the oven to 200C/180C fan/Gas 6. Grease the base and sides of a 900g/2lb loaf tin with lard and line with baking parchment.
For the filling, place the eggs into a saucepan, cover with cold water and bring to the boil. Boil for 8 minutes, then drain and plunge into a bowl of cold water. Set aside until cooled, then peel. Trim the white from each end of the eggs so the yolk is just visible at each end. (This means that everyone will get a whole slice of egg in their piece of pie; the trimmed egg whites can be reserved for use in a salad or sandwiches.)
Mix the sausage meat, thyme and lemon zest together in a large bowl and season, to taste, with salt and freshly ground black pepper. Cover and set aside until needed.
For the hot-water crust pastry, sift the flour into a bowl.
Pour 100ml/3½fl oz of water into a saucepan, add the lard and salt, and bring to the boil, boiling until the lard has melted.
Gradually pour the boiling water and lard mixture over the flour, mixing well with a wooden spoon until the mixture comes together as a dough. Knead the dough in the bowl until smooth and pliant.
Cut off one-third of the dough, wrap it in cling film and set aside to use for the pie lid.
Turn out the remaining dough onto a lightly floured work surface and roll into a thin rectangle large enough to line the whole of the inside of the tin and reach over the edges slightly.
Line the tin with the pastry, pushing it into the base and corners and leaving a little hanging over the edges.
Using slightly wet hands, press one-third (about 150g/5oz) of the sausage meat mixture into the bottom of the pastry-lined tin. Put half of the dried pickled walnuts on top, then arrange half of the chicken strips down the sides and season, to taste, with salt and freshly ground black pepper.
Spread a thin layer (about 75g/3oz) of the remaining sausage meat mixture on top of the chicken and walnuts, then arrange the eggs, end to end, in a line down the middle of the tin, pushing them slightly into the sausage meat mixture. Cover the eggs with another 75g/3oz portion of the sausage meat mixture. Arrange the ham strips on top, across the length of the tin.
Cover the ham with another 75g/3oz layer of sausage meat, then sprinkle the remaining pickled walnuts on top. Arrange the remaining chicken strips on top, then cover with the remaining sausage meat mixture, pressing it down firmly to ensure the pie does not crumble when cut.
Roll out the reserved one-third of pastry onto a lightly floured work surface.
Brush some of the beaten egg over the overhanging pastry lining the tin. Cover the pie with the pastry lid, pressing to seal to the overhanging pastry. Trim and crimp the edges of the pastry. Make a small hole in the middle of the pastry lid to allow steam to escape.
Roll out any pastry trimmings and cut them into shapes to decorate the top of the pie, sticking them to the lid with a little beaten egg. Brush the top of the pie all over with the remaining beaten egg.
Transfer the pie to a baking tray, then bake in the oven for 25-30 minutes, or until light golde-brown. Reduce the oven temperature to 180C/160C Fan/Gas 4 and continue to bake for 1 hour, or until the pastry is deep golden-brown on top and the filling is cooked through.
Allow the pie to cool completely in the tin, then lift out of the tin using the baking paper lining. Peel away the baking paper and chill the pie in the fridge overnight.
To serve, cut the pie into thick slices and serve cold.