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In a large skillet, heat olive oil on medium high heat.
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Once hot, add the lamb, dijon mustard, and salt and pepper and cooked until pieces are browned but still pink in the center.
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Add mushrooms, onion, garlic, and rosemary and cook, stirring regularly, for about 4 minutes.
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Add wine, cover skillet, and allow mixture to cook for an additional 5 minutes.
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Remove from pan and bring mixture to room temperature.
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Alternatively, this can be done a day ahead of time and chilled until ready to make triangles.
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Preheat oven to 375°F.
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Lightly grease 2 baking sheets.
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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.
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Repeat with the remaining pastry sheets, making 24 squares in all.
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Spoon about 2 tablespoons lamb mixture in the center of each square.
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Brush the edges of the pastry with the egg.
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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.
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Brush the pastries with the egg wash.
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Bake for 15 minutes or until the pastries are golden brown.
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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.
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Serve warm lamb puff pastry triangles along side the dipping sauce and enjoy!