Put the lentils and water in a small pan
Bring to the boil, stir and simmer until soft, stirring frequently - (Add more water if they get too dry but the mixture needs to be thick) - about 15 minutes
Add a little salt and leave to cool, then chill in the fridge
Meanwhile, fry the onions in the olive oil until they start to brown
Add the sugar and cook until caramalised
Preheat the oven to 220 degrees C
Stir the onions through the lentils
Add the lemon zest and juice
Add the rosemary and and some black pepper
The mixture can be chilled for up to 48 hours now if you are preparing in advance
Lay the pastry falt on a greased baking sheet
Spoon the lentil mixture into the middle in a fat sausage shape, leaving a border at each end
Wrap the pastry around the filling and press the edges together
Seal the ends of the Wellington
Brush the whole thing with a beaten egg
Score diagonally with a sharp knife several times
Bake for 20-25 minutes or until deep golden brown and puffed all over
Cool for a few minutes before slicing