Trim fat from lamb and cut meat into cubes. Chop meat with onion and herbs in food processor. Add egg, bread crumbs, Worcestershire sauce, salt and pepper. Mix together.
Form lamb into 4 patties. Put oil in frying pan and when hot, sear patties on both sides. Do not cook through. Cool patties on paper towels and allow to stand in refrigerator until cool to the touch.
Roll thawed pastry dough to 1/8" thick. Cut pastry into 4 circles approximately 8" in diameter. Place a cleaned rack bone into top of each patty and place patties in center of puff pastry circles. Draw up sides of pastry circles around bones.
Cut a small space into top of "bags" for steam to vent. Tie the top of each "bag" with a piece of cooked spaghetti. Place pastry bags on lightly greased cake racks over a baking sheet.
Make an egg wash using 1 egg yolk and 1 tbsp milk. Brush mixture on bags. Bake in 450°F oven for 10 to 15 minutes. Serve immediately on warmed plate with mixed vegetables.