Step 1

For the lamb filling, shred the leftover roast meat in a large bowl. Pour over the gravy (you might need to heat it up slightly, to loosen it), then roughly chop and stir through a few sprigs of fresh mint until combined (reserving the rest of the mint for later). Taste, then season to perfection with sea salt and black pepper, if needed. Lay the sheets of filo out in front of you, with the long edges nearest to you. Lightly brush them all with oil and then cut each sheet into two fat strips. Preheat the oven to 180ºC/350ºF/gas

Step 2

Place 2 tablespoons of filling near the bottom of each strip. One at a time, shape the filling into a neat cylinder, leaving a 2cm border at the bottom and sides. Fold in the sides and roll them up, sealing the edges with a little oil. Repeat until they're all wrapped up, spacing them out on a large baking tray lined with baking paper as you go. Brush with a little more oil then chill until needed, or bake right away for 20 minutes, or until crisp, golden and hot through. Meanwhile, pick the baby mint leaves and reserve for garnish. To make the mint sauce, peel the garlic, then finely grate with the lemon zest on a board. Finely chop with the capers, anchovies and remaining mint until fine, mixing as you go. Transfer to a serving bowl and add 6 tablespoons of extra virgin olive oil (I sometimes like to add a mixture of olive oil and oil from the anchovy jar), 1 tablespoon of red wine vinegar and the mustard. When you’re almost ready to serve, heat up the remaining gravy until piping hot, loosening with a little water, if needed. Scatter the reserved baby mint leaves over the lamb cigars and serve with the hot gravy and mint sauce, for dunking.