Can I cook a frozen, shop bought cornish pasty from frozen?

You can cook from frozen. It will take longer than if it is thawed.

Are you baking this in the oven or microwave?

The pastry will remain crisper if you bake in the oven.

With no instructions it is difficult to tell how long to cook.

If you can read the brand go to their website and see if there are instructions for cooking

 defrost it naturally then cook in an oven

you can defrost in a microwave - but I would not recommend it - the pasty aint the same if you do

  you can also cook it in a microwave (after defrosting) - but I would not recommend it

either - the pastry comes out really crap and soggy

  Oven cooking gives the pastry its texture

Its all to do with the difference between how stuff cooks when microwaved and when cooked via heat (when you cook using heat there are actual chemical changes in the stuff you are cooking that dont happen when microwaved)

(Ever microwaved a chicken ? DONT

YES it can come out hot - but it will be the same colour it went in , and the meat will just be a soggy mess cos it dont lose much of its juices - ITS AWFUL)

If it was frozen when you bought it, It will be ok cooked from frozen.

If it was fresh when you bought it, you may need to thaw it first.