Thaw the pastry sheet at room temperature for 40 minutes or until it's easy to handle. Stir the lamb, green onions, mint and garlic in a medium bowl. Season with the black pepper.
Unfold the pastry sheet on a lightly floured surface. Roll the pastry sheet into a 12 x 10-inch rectangle. Cut the rectangle crosswise into 3 (10 x 4-inch) strips. Brush the pastry strips with the egg.
Spoon 1/3 of the lamb mixture lengthwise down the center of each pastry strip. Fold the long sides of each pastry over the filling, overlapping slightly, and press to seal. Place the pastry rolls seam-side down on a baking sheet. Cover and refrigerate for 30 minutes or until the pastry rolls are firm.
Heat the oven to 425 degrees F. Line a baking sheet with parchment paper. Cut each pastry roll crosswise into 8 pieces. Place the pieces onto the prepared baking sheet. Brush the pieces with the egg.
Bake for 20 minutes or until the pastries are golden. Serve with the yogurt for dipping.