January 21st is the feast of St. Agnes, virgin and martyr, numbered among the most famous martyrs of Rome. Because of the similarity of her name to the Latin for "lamb" (agnus), the lamb has been St. Agnes' symbol since the 6th century. In Rome on this feast day two lambs are blessed, and the wool from these lambs is used in making the pallium, the symbols archbishops wear as sign of their authority.
On the feast of St. Agnes the use of any lamb symbol in cooking could be incorporated as a reminder of this connection. One option is to make a lamb cake, similar to those made for Easter. Another idea would be to make these cute lamb cupcakes featured here last March or this adorable Lamb of God bread Jessica posted at Christmas.