Thaw puff pastry sheets to room temperature and preheat oven to 400 degrees F.
Make fresh bread crumbs by putting slices of bread through a blender or food processor. Combine lamb, eggs, bread crumbs, Worcestershire sauce, tomato paste, salt and pepper in a bowl and mix well.
Roll pastry into flat sheets and cut into long, wide strips. (If using Pepperidge Farms sheets, cut in half.)
Place filling into sausage-shaped lines down the center of the pastry strips. Roll pastry over the top to enclose and then turn upside down so the seam is underneath. Cut meat-filled tubes into 6 portions and place on a nonstick baking tray. Brush with egg yolk and sprinkle with sesame seeds.
Bake for 15 to 25 minutes or until golden and cooked through.
