Preheat oven to 425°. Bring 2 qt. salted water to a boil in a large Dutch oven over medium-high heat. Add potatoes and next 2 ingredients, and cook 25 minutes or until potatoes are tender. Drain potatoes, and discard bay leaves. Mash potatoes with a potato masher until soft and fluffy.
Microwave butter and cream in a small microwave-safe bowl at HIGH 1 minute. Stir until smooth; add salt, pepper, and nutmeg. Stir butter mixture into mashed potatoes. Stir in egg yolks and cheese until smooth.
Press 1 pastry sheet into a 9-inch deep-dish pie plate, allowing edges to hang over sides. Spoon mashed potatoes into pie plate, and top with remaining pastry sheet. Crimp and fold edges inward. Cut several slits in top of pastry for steam to escape. Whisk together egg and half-and-half; brush over pastry.
Bake at 425° for 24 minutes or until pastry is golden and has risen slightly.