Heat the oven to 200C/180C fan/gas 6. Mix together the lamb, harissa (see our recipe), spices, coriander, garlic, preserved lemon and seasoning in a bowl. Pummel it with your hands to make sure it’s well combined.
Lightly dust your work surface with flour and lay the puff pastry on top. Cut it down the middle lengthways, then roll each piece with a rolling pin so each piece measures about 14 x 42cm.
Divide the lamb mixture into four and roll each one into a sausage shape using your hands. Lay two of them, end to end, on one of the pieces of pastry. Brush some egg along one of the long sides of the pastry, just by the edge. Pull up the other side to encase the sausage shapes and press the sides together. Do the same with the rest of the meat and pastry.
Cut each pastry parcel into four. Transfer these to a baking sheet, then brush each sausage roll with the egg and sprinkle over the sesame seeds, if using. Bake for 20-25 mins, or until the pastry is puffed up and golden.