Heat oven to 400ºF. Spray 1 phyllo sheet with cooking spray; top with 2 of the remaining phyllo sheets, spraying each sheet with additional cooking spray. Cut lengthwise into 4 strips. Spoon about 2 Tbsp. lamb mixture about 1 inch from end of each strip. Fold end over filling at 45º angle. Continue folding in this fashion entire length of phyllo strip. Place, seam-side down, on baking sheet sprayed with cooking spray.