Warm oil in a skillet over medium-high heat. Cook 1 ½ lbs ground lamb, breaking up large pieces with a wooden spoon, until no longer pink, about 5 minutes. Remove to a bowl and drain all but 1 Tbsp. fat from skillet. Add 1 onion (chopped), 1 ½ carrots finely chopped and 2 ribs celery chopped; sauté until beginning to brown, about 5 minutes. Add tsp minced garlic; sauté 1 minute. Transfer to bowl with meat; stir in 1 tbl Worcestershire, 8 oz tomato sauce and ½ cup shreeded Cheddar or cheese of your choice. Season with salt and pepper. Let cool slightly. Beat egg in a bowl with 1 tsp. water.
Place rack in lowest position of oven; preheat to 400ºF. Line a baking sheet with foil.
Roll out 1 sheet of pastry and fit into a 9-inch pie plate. Place on lined baking sheet. Add meat mixture and spread evenly. Roll out second sheet of pastry; place on top of pie. Fold top crust over bottom crust; crimp edges to seal. Brush top with egg wash. Cut steam vents in top.
Bake for 15 minutes. Reduce oven temperature to 350ºF; bake until crust is golden and filling bubbles at steam vents, 20 to 25 minutes longer.
