Preheat oven to 240 C / Gas 9. Soak the bread in the warm milk.
Melt the butter in a frying pan over medium heat. Add the sliced fennel and cook for 5 minutes. Transfer to a bowl and add mushrooms, bread, garlic, egg, pine nuts and herbs.
Slice into the lamb shoulder to create a pocket for stuffing.
Fill with the stuffing and wrap with slices of ham, securing with skewers if necessary. Transfer to a buttered roasting dish.
Bake for 10 minutes, then reduce temperature to 180 C / Gas 4. Bake for 35-40 minutes longer, add some small potatoes if around the meat. Add a teaspoon of water after 15 minutes.
Serve with fresh peas or beans.
How to roast lamb
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