Remove all bones from the lamb and dice the meat, set aside. Put the bones in a saucepan and add the onion, water to cover and season. Bring to a boil and simmer for 1 1/2 hours. Strain the stock and reserve.
Preheat the oven to 350 degrees F.
Line a pie dish with half of the pastry. Put in diced lamb, carrots and parsley and season. Cover with the remaining pastry, and seal and flute the edge. Make a small hole in the center of the pastry lid and brush with beaten egg.
Bake for 2 hours or until the pastry is golden brown. Pour the stock through the hole in the lid, adding enough to fill the pie, and leave to cool before serving.
Recipe courtesy of Jennifer Paterson and Clarissa Dickson Wright