Preheat oven to 400 F.
Line a cookie sheet with parchment paper and spray with non stick spray.
Take puff pastry out of the oven to defrost.
In a skillet, heat oil.
Add cumin seed,
Once the cumin seed starts to change color, add onion.
Saute until softened and translucent.
Add ground lamb and cook until browned and thoroughly cooked.
Add parsley, mint, salt and pepper. Stir to combine.
Check and see if the puff pastry is pliable. If not, wait until it is. It should not take more than 30 minutes, maximum - depending on the temperature where you live.
On a lightly floured board, take one sheet of puff pastry and dock it by piercing the dough with the tines of a fork or use a docking tool, if you have one.
Cut each puff pastry sheet once horizontally in half and twice vertically into thirds. You should get 6 pieces from each puff pastry sheet.
Spoon about 1 1/2 tablespoons of filling on each piece of puff pastry. Brush a little water on the perimeter. Fold over, pressing the sides together so they are well sealed.
Repeat until all the dough has been utilized.
In a small bowl beat egg with 1 tablespoon of water to make the egg wash.
Brush the tops of each pastry with egg wash and then sprinkle some nigella seeds on top.
Bake 25-30 minutes, until golden brown.
Serve with yogurt, seasoned lightly with a little salt and lemon juice.