You're quite right there. The worst ones I found were from Morrisons. The pastry was nice but what little there was of the filling was pretty awful. I have found a couple of independent butchers who produce top quality pies. Unfortunately they're not local to me, but when I'm in the vacinity, I drop in for a few pies.
Other times, we make a batch of pies at home and freeze them. Steak & kidney, Steak & Ale, Chicken & ham etc.. For the meat, I use "plate" which I slow cook for a couple of hours till it's falling apart. Yummy.