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