Heat oil in a medium saucepan over medium heat; saute the stew meat for 10 minutes, or until well browned on all sides. Reduce heat to low and add the red wine. Cover and simmer for 15 minutes, allowing the alcohol to cook off.
Remove cover and add the gravy and vegetables. Stir well and simmer for 10 more minutes. Pour mixture into one pastry shell. Cover with second pastry shell, sealing edges and cutting steam vents in top. Brush edges with egg white. Place pie on a baking sheet.
Bake at 350 degrees F (175 degrees C) for 30 to 45 minutes.