1.) Preheat oven to 220°C or 200°C fan. Line a baking tray with baking paper.
2.) Cut each of the pieces of lamb in half. Heat oil in a large frying pan on high heat. Sear lamb to your liking. Transfer to a plate to cool slightly.
3.) Lay out 2 sheets of filo paper on a clean surface. Place a slice of prosciutto in the middle. Sit a piece of lamb in the centre. Spread pesto over lamb and top with 2 tomatoes and a few slices of bocconcini. Bring sides of prosciutto over lamb to enclose. Roll filo edges over the top and bottom of the lamb centre. Then starting from the right, wrap the filo over the lamb and continue rolling to enclose.
4.) Place on prepared baking tray and repeat until all 8 lamb pieces are wrapped in filo. Bake for 10 mins, or until golden and crisp. Serve with salad and roasted sweet potatoes.