Preheat the oven to 200C/400F/Gas 6.
Heat the oil in a frying pan over a medium heat, then add the lamb and fry, stirring occasionally, until golden-brown all over. Remove from the pan and set aside.
Add the onion, red and green peppers, garlic, herbs and mushrooms to the same pan and fry until the vegetables are softened and starting to colour.
Add the tomato purée and bay leaves and cook for 7-8 minutes.
Add the wine and canned tomatoes and bring to the boil.
Return the lamb to the pan, then reduce the heat and simmer for 40 minutes to one hour, until the lamb is tender.
Season, to taste, with salt and freshly ground black pepper.
Divide the Bolognese mixture among six individual pie dishes or ramekins.
Cut out six circles of pastry to cover the top of each pie, then place on top of each pie.