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1
Season the lamb cannons well, then in a large pan sear them quickly all over in hot olive oil.
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2
while the lamb is still hot, brush with English mustard, then set aside to cool.
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3
Meanwhile, chop the mushrooms in a food processor - make sure you pulse-chop them so they retain a texture rather than turning into mush.
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4
Heat the olive oil and the butter in the same pan you used for the lamb and fry the mushrooms on a medium heat with the thyme sprig for about 10 minutes, until you have a softened mixture with no moisture left.
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5
Season to taste, then remove the mushroom mixture from the pan to cool and discard the thyme.
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6
Overlap two pieces of cling film on a large chopping board.
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7
Lay half the parma ham on the cling film, slight overlapping, in a double row.
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8
Spread half the mushrooms over the ham, then sit a lamb cannon on it.
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9
Use the cling film's edge to draw the Parma ham around the lamb, then roll it into a sausage shape, twisting the ends of cling film to tighten it as you go.
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10
Repeat this process for the second lamb cannon.
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11
Chill the lamb in the fridge while you roll out the pastry.
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12
Roll out half the pastry to the thickness of a pound coin, making sure that it is large enough to wrap around the lamb completely.
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13
Unravel the lamb from the cling film and sit it in the centre of the pastry.
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14
Egg wash one side of the pastry, then fold the pastry around the lamb and secure it on the egg-washed side.
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15
Pinch the ends of the pastry shut and trim off any excess.
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16
You should now have a neat cylinder of pastry with no openings.
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17
Glaze all over with more egg yolk and, using the back of a knife, mark the lamb Wellington with long diagonal lines, taking care not to cut into the pastry.
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18
Repeat with the second Wellington.
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19
Chill for at least 30 minutes so the pastry is nice and firm.
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20
Meanwhile, preheat the oven to 200C/gas mark 6.
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21
Place both the Wellingtons on a non-stick tray and bake in the oven until the pastry is golden brown and crisp.
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22
This should take around 20-25 minutes, by which time the lamb will be cooked.
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23
Remove from the oven and leave to rest for 10 minutes, then trim off the ends and slice in half.
