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Step 1
Heat oil in a large casserole over high heat. Dust lamb in flour, shake off excess, and fry in batches until browned all over (3-5 minutes). Remove with a slotted spoon and set aside. Add onion and garlic to casserole and fry until golden (3-5 minutes), then stir in anchovies until starting to dissolve (1 minute). Add wine, reduce by half (3-4 minutes), then add stock and rosemary. Reduce heat to low, return lamb to pan, cover and simmer until tender (2-2½ hours). Remove lamb with a slotted spoon, set aside and simmer sauce uncovered until reduced by three-quarters (30-40 minutes). Season to taste and cool. Cover meat and sauce and refrigerate separately until chilled (2-3 hours). Scrape fat from top of sauce, shred lamb and add enough sauce to coat (discard remaining) and refrigerate until required.
Step 2
For shortcrust pastry, process flour, butter and 1 tsp salt in a food processor until just combined. Add 80ml iced water a little at a time, pulsing between additions, until a dough forms. Shape into a disc, wrap in plastic wrap and refrigerate for 1 hour to rest. Roll out pastry on a lightly floured surface to 5mm thick, cut out twelve 9cm-diameter rounds and use to line a 12-cup, 60ml muffin tray and refrigerate for 30 minutes to rest.
Step 3
Cut out twelve 7cm-diameter rounds of puff pastry and refrigerate until required.
Step 4
Divide lamb mixture among pastry cases, brush edges with eggwash and top with puff pastry rounds, pressing edges to seal. Trim edges, pierce tops and refrigerate for 30 minutes to rest.
Step 5
Preheat oven to 200C. Cover pies with baking paper, then an oven tray (so tops don't puff up too much) and bake until tops start to turn golden (8-10 minutes). Uncover and bake until golden (15-20 minutes). Serve with your favourite sauce.