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Heat the oil in a medium saucepan and fry the onion for 5 mins until softened. Add the lentils and tomato paste, and cook for 2 mins. Add the stock and bring to the boil. Cover and simmer for 15 mins, until most of the stock is absorbed and the lentils have softened.
Meanwhile, heat a non-stick frying pan. Fry the sausage meat over a moderate heat for 5 mins, breaking it up with a wooden spoon, until golden and cooked through. Add the peas and lentils, season, then set aside to cool. Heat oven to 200C/fan 180C/gas 6.
On a lightly floured surface, roll out each pastry to the thickness of a £1 coin and cut 10 saucer-size discs out of each, re-rolling trimmings. Pile 3 heaped tsp of meat mixture in the middle of each disc. Brush edges with beaten egg and fold over to form a seal. Pinch edges together, then brush with more egg. Chill on a lightly floured baking sheet for 15 mins. Can be made to here up to 2 days ahead or frozen for up to a month. Bake for 15-20 mins until golden.