Preheat the oven to 450 degrees F. Lightly oil a large baking sheet.
In a large skillet, heat the oil over high heat. Add the lamb loins and cook, turning occasionally, until seared on all sides. Transfer to a platter and refrigerate until completely cooled.
Brush each lamb loin with the mustard. Combine the thyme, tarragon, and parsley on a plate, and roll each loin in the herbs to coat.
Divide the dough in half. According to the directions in the Salt Crust Dough recipe, roll out each portion as thinly as possible. Wrap each loin completely with dough.
Place on the prepared baking sheet. Bake for 10 minutes for rare meat, or longer, if desired. Remove from the oven and let stand for 10 minutes. Using a hammer or the back of a heavy knife, crack the crust, brushing off any clinging crust with a clean kitchen towel. Carve the lamb crosswise into thin slices, season with the pepper, and serve immediately on warmed plates.