Sometimes I don't have time to cool the mixture before adding to my pastry but I can't see a major difference in outcome - the pastry does seem to be a bit more soggy when the mixture is not cooled first.
I'd love to know the specific reasoning behind it.
You may already know that pastry making requires everything to be cold - the fat, the water, your hands, the board, everything. This is to prevent the fat from melting into the flour prematurely, which results in cardboard-like pastry. When the fat remains cool until cooking, it melts into layers in the pastry as it cooks, making it nice and flaky.
If you put hot filling into your pastry case, you will melt some of the fat prematurely and so the pastry won't be as good as would be if you let it cool.
As you can see from the above answers - it depends on the type of pastry you are using.
When you are using a flaky pastry such as puff or rough puff, make sure the filling is cold when you fill it, otherwise the heat of the filling will melt the fat and destroy the layers of fat and gluten and your pastry won't be flaky.
Short-crust pastries will be more forgiving of a warm filling before baking, but it is best to blind bake the shell and work quickly so you don't get a "soggy bottom"!
I don't cool it at all.
I work fast, have everything ready, roll my pastry out, fill it and into the oven. No issues at all.
I blind bake the pastry if I am cooking a custard based product. But for the most part, I keep everything as hot as I can. I fill it, egg wash, and into the oven. I also ensure the baking sheets are hot as well.
Pastry turns out excellent.
I’ll challenge the accepted orthodoxy on this one. Provided your oven is hot enough and your pie dish is shallow the puff pastry will expand even if filling is hot.
Alternatively it is possible to cook the puff pastry separately and when almost done put it over the filling. A lot of commercial kitchens do this.
