Line a baking tray with parchment paper. Cut for strips of parchment about 2 inches wide by 12" long. These will be wrapped around the pies. While they cook. Another option is to use an ovenproof bowl like a french onion soup bowl to bake the pies.
In a medium bowl, mix the ground lamb, nutmeg, and gravy or stock together. Season with salt and pepper if to your taste. Mix thoroughly.
Split the meat mixture into 4 balls and set them aside in a refrigerator.
Pastry
in a large saucepan, combine the water, lard or shortening, and salt. Heat until it just starts to boil.
Put the flour in a medium mixing bowl. Pour the hot liquid into the bowl and mix it together with a spoon.
When the dough is cool enough to handle, turn it out onto a floured surface and kneed until smooth.
Take about 1/4 of the pastry and set it aside, this will be used for the pie lids. Split the remaining pastry into 4 balls and roll them out into 7 inch circles about 1/4 inch thick.
Split the portion set aside for the lids into 4 balls and roll them out into 4 inch circles, about 1/4 inch thick.
To make the pies, drop a ball of the meat mixture into the center of the 7" circles. Bring the sides up around the ball so they are 2" high.
Press the lids on the top of the filling and seal the edges. It may help to moisten the edges of the pie first. Crimp the edges nice and tight.
Wrap parchment paper around each pie and tie with cooking string. This has proven to be a pain for me, so I just drop them into oven proof bowls to bake.
Put the pies on a baking tray and brush them with beaten egg yolk. Then poke a little hole for a steam vent in the top of each pie.
Bake at 400 ºF for about 40 minutes, until golden brown.
Let cool for about 5 minutes and serve.
Notes
I hardly ever have beef stock or gravy around so I use my homemade chicken broth.