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Season on the lamb all over and sprinkle with chopped rosemary. Heat 1 tbsp oil in a pan and fry the lamb for about 2 minutes on each side, until browned. Transfer to a plate and leave to cool.
Unroll the pastry and cut into four rectangles. Roll out each piece large enough to enclose the lamb.
Place a lamb steak on each piece of pastry, then pop 1 rounded tbsp cranberry sauce on each.
Brush the pastry edges with a little beaten egg, then fold over to enclose the lamb, pinching the edges to seal. (You can freeze at this point, or prepare and chill up to 4 hours ahead.) Place on a baking sheet and chill for 20 minutes to set the pastry (if there’s time). Preheat the oven to 200C/gas 6/fan 180C.
Brush the parcels with beaten egg, stick a rosemary sprig into the top of each and bake for 20-25 minutes until puffed and golden. Serve with your choice of green vegetables.