Heat olive oil in a pan over medium heat. Add onion and garlic, cook until soft (about 3-4 minutes).
Add ground lamb to the pan. Cook until it turns brown.
Put in carrots, tomato paste, Worcestershire sauce, thyme, rosemary, salt, and pepper. Cook for 5 more minutes.
Pour in broth. Let it simmer for 10-15 minutes until it thickens a bit.
While the filling simmers, roll out the pastry dough and cut it into circles.
Spoon the filling into small pie molds.
Cover the filling with the pastry circles. Press the edges to seal them.
Brush the tops with beaten egg.
Make small cuts on top of each pie with a knife.
Bake in a preheated oven at 400°F (200°C) for 20-25 minutes until golden brown.
Let them cool a bit before serving.