In a 10 to 12-inch saucepan, heat the olive oil until hot but not smoking. Add the pieces of lamb and brown all over. Add the onions and cook until they begin to soften, about 5 minutes. Add the wine and let it evaporate. Dissolve the tomato paste in 1/2 cup warm water. Add the dissolved tomato paste to the pan. Season, to taste, with salt and pepper. Lower the heat and let the ingredients simmer for 20 minutes.
Preheat the oven to 400 degrees F.
Meanwhile, cut the dough in 1/2. Using a lightly floured rolling pin, roll out into 2 rounds about 12-inches in diameter. Coat the paddle with the sea salt. Place 1 dough round on the paddle spread with coarse sea salt.
Once the stew is done simmering, spoon 1/2 the stew over the dough that is already on the paddle. Fold dough over, using your fingers to crimp and seal the edges shut. Prick the pie all over with a fork and, using a pastry brush, brush with the beaten egg yolk. Repeat with remaining dough and stew. Bake until golden brown, about 20 to 25 minutes.
Combine the water, and yeast in a large bowl and stir until dissolved. Add the salt and the olive oil and mix thoroughly. Add 1 cup of the flour and mix with a wooden spoon to make a loose batter. Add 2 more cups of the flour and stir with the spoon for 2 to 3 minutes to incorporate as much flour as possible.
Bring the dough together by hand and turn out onto a floured board or marble surface. Knead for 6 to 8 minutes, until you have a smooth, firm dough. Place the dough in a lightly oiled bowl and cover with a towel. Set aside to rise in the warmest part of the kitchen for 45 minutes.
After 45 minutes, cut the risen dough into 2 equal pieces and knead each portion into a round. Cover again and let rise for 15 minutes. The dough is now ready to be used.
Recipe courtesy of Mario Batali