To make the filling: Brown the rabbit portions in half the butter in a pan for about 5 mins. Take out of the pan. Add the rest of the butter, the bacon, shallots, carrot, fennel and garlic, and any liver/heart, and brown for about 5 mins.
Pour in the sherry and stock, and bring to the boil. Add the bay and thyme sprigs to the pan, then the rabbit portions. Season, cover and cook over a low heat for 1-1½ hours until tender.
Using a draining spoon, remove the rabbit and vegetables from the pan and leave to cool for a few minutes. Put the cooking juices in the pan back on the heat, boil and reduce to about 600ml (1 pint). Take the meat off the bones (there should be about 600g (1¼lb).
Set the oven to 200°C/400°F/Gas Mark 6. Put the rabbit meat back in the juices and heat with the vegetables for a few minutes, while you make the topping.
To make the suet pastry: Mix the flour, suet, seasoning and parsley with about 150ml (¼ pint) water to bind, then add 2-3 tbsp water, to make a soft dough. Divide dough into 4 and pat each one out with your hand to fit the top of the dishes.
Spoon the hot meat, veg, and olives into the dishes with enough juice to come almost to the top. Damp the dish edges with water and fit the pastry lid on. Brush with egg and sprinkle with sesame seeds, if using.
Bake pies, on a baking tray, for 30 mins. Serve with any leftover cooking juices reheated.