Finely slice (not too thin), the mushrooms and peppers in large pieces – it’s important that the vegetables are crisp. Heat oil, fry the mushrooms for 1-2 minutes add the onions and peppers, mix and fry 2 - 3 more minutes.
Divide the dough into two equal parts - not softened, it is just removed from the refrigerator.
Put half in a damp tray (so much easier, but if you prefer pie or baking paper, use that) and bake in a preheated 428°F (220 °C) oven until dough turns white, about 5 minutes after, spread the cooled filling on top, cover with the other crust, smear with egg yolk and slice.
Put back in the slightly decreased oven, say to 392°F (200 °C), and bake until ready.