To prepare the crust:
Place the cold butter and fl our in the bowl of a food processor and process until just combined and resembling breadcrumbs. Add the cold cream cheese and stir until just combined. Do not over work; there will be pieces of butter visible. Flatten slightly, wrap and chill for 30 minutes.
To make the filling:
Heat the oil in a saucepan and gently fry the shallots, carrot and celery until golden. Remove from the saucepan and set aside. In the same saucepan, brown the meat in batches until golden. Return the vegetables to the saucepan. Add the beef stock and the red wine, juniper berries, anise seeds, cassia and season to taste. Bring to the boil, reduce the heat and simmer for 1½ to 2 hours or until the meat is tender but does not come off the bone.
To assemble the pies:
Preheat the oven to 190°C. Place each lamb shank in an individual bowl and divide the sauce among the bowls. Refrigerate for a few minutes. Roll out the chilled dough and cut into rough circles bigger than the bowls and brush the edges with egg. Gently place the dough over the lamb shank, making a cut for the bone and allowing it to stick out. Brush with the remaining egg wash and refrigerate for 15 minutes. Bake for 25 to 30 minutes until golden brown.