1) To make the stew: Melt the butter in a 3-quart saucepan over medium heat. Whisk in the flour; cook for 1 minute.
2) Add the broth 1/2 cup at a time, whisking it into the flour and butter to prevent lumps. When all the broth has been added, add the thyme, bay leaf, salt and pepper to taste, and Worcestershire sauce.
3) Simmer the sauce for 15 minutes. Remove the bay leaf, then stir in the chicken and vegetables. Keep the mixture at a low simmer while you make the dumplings.
4) Preheat the oven to 350°F.
5) To make the dumplings: Place the baking mix in a bowl. Whisk in the chives or parsley.
6) Whisk together the buttermilk and egg, and add all at once to the dry ingredients. Stir until evenly moistened.
7) To assemble: Scoop the dumpling batter onto the simmering filling, using a muffin scoop or 1/4-cup measure. Leave some space between the dumplings; they'll almost double in size as they cook. Put the lid on the pan, and bake for 25 to 30 minutes. Remove from the oven, and serve hot.
Yield: 7 to 8 generous servings.