In a bowl, combine the crabmeat with the other filling ingredients and gently stir to combine. Taste and add more lemon juice or seasoning as necessary.
Place one sheet of filo on the work surface. Split it in half and lay one half on top of the other. Add a quarter of the crab mixture to the middle of the pastry and shape it into a rectangle just a bit bigger than a debit card. Make a well in the middle of the mixture using your thumb, or the back of a spoon, and carefully put the egg yolk in it. Moisten the edges of the filo and fold them up and in to wrap the crab in a neat parcel. Make sure the edges are overlapping and there are no gaps. Turn the parcel over so the seams are facing down and repeat with the rest of the pastry and crab mixture.
To make the salsa, toast the cumin seeds in a dry frying pan until aromatic and starting to crackle, taking care not to let them burn. Remove from the heat. Combine all the rest of the salsa ingredients in a bowl and add the cumin seeds. Stir, taste for seasoning and adjust as required.
To cook the parcels, heat the olive oil and the butter in a frying pan until sizzling. Add the fennel seeds to flavour the oil then the parcels, one or two at a time, cooking for a couple of mins on each side until crispy and golden. Remove with a spatula and drain on kitchen paper. Repeat with the other parcels. Drain any of the leftover oil/butter/fennel mix used for frying into the salsa, then serve the parcels with the salsa on the side.
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