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Slice the lamb cutlets between the bones to give you 16 pieces. Remove any big pieces of fat. Cover the cutlets with cling film and lightly bash the meat with a rolling pin to flatten slightly. Put the cutlets in a bowl and sprinkle with flour and some seasoning, tossing to coat.
Whisk the egg and milk in a shallow bowl. Place the breadcrumbs, parsley and lemon zest in another. Heat the oven to 200C/180C fan /gas 6. Heat enough oil in a large frying pan to come 0.5cm up the side.
Dip each lamb cutlet into the egg mixture, then into the breadcrumbs, pressing gently to help crumbs stick. Cook each cutlet in the hot oil for 2 mins each side until golden brown – you will need to do this in batches. Drain on a plate lined with kitchen paper. When all cutlets have been fried, place on a baking tray and cook in the oven for 3 mins more. This will ensure that any parts of the bone that did not touch the pan have been cooked. Leave to cool, then chill if making ahead or pack into containers for your picnic.