Remove plastic netting or string from around the leg of lamb, if any, and open up the roast on a cutting board. Place the boned side of the roast up. With a sharp paring knife, cut away any excess fatty areas. Use a sharp knife to cut 1cm deep slits in the meat about 5cm apart to help the meat lie flat. Cover the meat with a piece of cling wrap and pound the meat with a mallet or the edge of a small plate until the roast is about 1-2cm thick everywhere, and 30cm square.
Preheat an oven to 200 degrees C.
Sprinkle the upper side of the meat with salt and pepper, and then spread spinach leaves over the top of the roast to within 1cm of the edges. Break up the goats cheese and sprinkle it evenly over the spinach, then sprinkle the pine nuts over the cheese.
Roll the roast up into a tight cylinder and tie the roast together with kitchen string at 5cm intervals. It's okay if a little stuffing protrudes from the ends of the roast.
In a flat dish, mix together the flour, 1 tablespoon of salt, 1 tablespoon of pepper, the thyme and the fennel seeds, and press the tied roast firmly into the flour mixture to coat all sides.
Heat the sesame oil in a heavy oven-proof or cast-iron frypan over medium-high heat until the oil shimmers, and sear all sides of the roast, including the ends, to a golden brown colour.
Lay the roast into the frypan, place into the preheated oven and roast to your desired degree of doneness, about 40 minutes. Remove from the oven, cover with a doubled sheet of aluminium foil and allow to rest in a warm area 10 to 15 minutes before slicing.