Preheat the oven to 350 degrees F.

Heat a large saute pan over high heat.

Coat lamb leg with paprika, fennel seed, salt, and pepper. Swirl 2 tablespoons olive oil into the hot pot. Brown the lamb on all sides to lock in juices and toast the spices coating the outside. Transfer the lamb to the roasting pan with wire rack and roast in the oven until the internal temperature reaches 145 degrees F for medium-rare, about 45 minutes to 1 hour. Remove and let rest at least 10 minutes before slicing.

While the lamb is roasting, slice the fingerlings in half lengthwise and place in a large saucepan with the shallots, garlic, olive oil, and water. Bring to a simmer over low heat and cook until the potatoes are tender.

Remove from heat, drain liquid and lightly smash mixture with a fork. Stir in the thyme, Pecorino cheese, salt, and pepper. Cover the potatoes and keep warm.

In a saucepan, over medium heat, melt the butter and whisk in the mustard. Add the shallot and cook until the shallot is browned and caramelized, about 5 to 7 minutes Deglaze the pan with wine and simmer to reduce by half. Add the veal stock and pepper and reduce by half again. Strain the sauce through a fine sieve.

To serve, slice the lamb, top with some of the sauce, and serve alongside the potatoes. Serve the remaining sauce on the side.