Heat the olive oil in a large frying pan or pot over medium heat. Add the diced onion, potatoes, carrots, lamb mince, peas and corn and cook for 5 minutes or until the vegetables have just started to soften.
Add the Worcestershire sauce, tomato sauce, vegetable stock and cornflour powder (mixed with water) and cook for a further 5 minutes or until the sauce has started to thicken. Allow the mixture to cool.
Use a small round plate or bowl to cut 2 large circles out of each pastry sheet. This will give you 16 small pasties. Alternatively you can use a large round plate to cut 1 circle from each pastry sheet giving you 8 large pasties.
Place a scoop of the mixture on one half of each circle. Brush the edge with egg and fold over to seal. Use a fork to create a crinkled sealed edge.
Brush the pastry with egg and sprinkle with sesame seeds. Arrange on a greased baking tray.
Bake for 30 minutes or until golden brown and cooked through.