1In large bowl, mix the lamb, egg, bread crumbs, onion, garlic, parsley, fennel seeds, orange zest, coriander, salt and pepper; set aside.
2Divide pastry in half. On lightly floured surface, roll out each half into a 10" square; cut each into 3 equal strips. Spoon the filling down the center of each strip, fold pastry over filling and press the edge to seal.
3Arrange rolls, seam side down, on a rimmed cookie sheet. Cover and chill for about half an hour. Preheat the oven to 400F.
4Cut each roll into 1"-2" pieces. (Make-ahead: Layer between waxed paper in airtight container and freeze for up to 2 months.) Brush the tops with a little beaten egg and bake for 20 minutes, or until golden.
5(They may need an extra 5-10 minutes if you bake them from frozen.)