Heat the oil in a pan and sauté the onion and chopped chili pepper for 1 minute until fragrant.
Now add the ground lamb and cook for 3 minutes, stirring frequently, until the lamb is just cooked through*, and the liquid released from the lamb evaporates. This may take about 10 minutes.
Add the frozen mixed peas and carrots and stir. Then add the spices and stir. Cook for another 5 minutes or until ground lamb reaches an internal temperature of 160 degrees F.
Remove from the heat and then add the finely chopped parsley and stir. Taste and add additional seasoning to your liking.
Add the toasted pine nuts and stir. The filling is now ready for the puff pastry.
Move the store-bought frozen puff pastry dough from the freezer into the fridge the night before to defrost. Make sure the puff pastry sheets are fully defrosted before using, because you do not want it to break while handling it.
Preheat Oven to 375 F. Line a large baking sheet with parchment paper.
Make an egg wash by whisking together the egg and milk or water, a little bit of lemon juice and whisk with a fork. Set aside.
Open your defrosted puff pastry sheet onto a clean lightly floured surface and cut into 4 large squares.
Note: Some packages come with 2 sheets, so it will make 8 large puff pastry triangles in total. But this will vary depending on the size and brand of your puff pastry.
Brush the edges of each puff pastry square with the egg wash.
Place about 2 tablespoons of the cooked lamb mixture in the middle of each square.
Fold squares over the filling to form triangles.
Using a fork, crimp the edges to seal.
Repeat the last 3 steps with the remaining puff pastry squares.
Place puff pastries on a baking sheet, allow some room between them. Brush the tops with the remaining egg wash and sprinkle some toasted sesame seeds over each one.
Place the baking sheet on the middle rack in the oven and bake for about 33 to 40 minutes or until golden.
Best served warm or at room temperature.
Note: The USDA recommends ground lamb reach an internal temperature of 160F.