In a large skillet, heat olive oil on medium high heat.
Once hot, add the lamb, dijon mustard, and salt and pepper and cooked until pieces are browned but still pink in the center.
Add mushrooms, onion, garlic, and rosemary and cook, stirring regularly, for about 4 minutes.
Add wine, cover skillet, and allow mixture to cook for an additional 5 minutes.
Remove from pan and bring mixture to room temperature.
Alternatively, this can be done a day ahead of time and chilled until ready to make triangles.
Preheat oven to 375°F.
Lightly grease 2 baking sheets.
Sprinkle the work surface with the remaining flour. Unfold 1 pastry sheet on the floured surface. Roll the pastry into a 9 x12-inch rectangle. Cut the rectangle into 6 (6-inch) squares.
Repeat with the remaining pastry sheets, making 24 squares in all.
Spoon about 2 tablespoons lamb mixture in the center of each square.
Brush the edges of the pastry with the egg.
Fold the pastry over the filling to form a triangle and crimp the edges with a fork to seal. Place the pastries on the baking sheets.
Brush the pastries with the egg wash.
Bake for 15 minutes or until the pastries are golden brown.
To make the dipping sauce, combine sour cream, mayonnaise, rosemary, green onion, garlic, and water in a blender and blend until smooth. This can also me made a day ahead of time, covered and stored in the refrigerator until ready to serve.
Serve warm lamb puff pastry triangles along side the dipping sauce and enjoy!