I have the same problem! I have a 3 yo who was shown in hand, broken to saddle but never lunged!!!
So frustrating. Anyway, things I have been doing to teach her was my mum would be the lunger in the middle, and I would have another lead and go around the outside with her and slowly move further out from her and get a little behind her but just give her a little tug if she goes in to mum. So this week I went out on my own and I think she got it a little, I was in the middle with a lunge whip and I was about 3 metres away from her and made her walk on the track of the circle, She didn't come into me once, she just walked on the track. It has been a slow process but hopefully I can get her working comfortably on the lunge so that I can build some muscle on her!