Remove plastic netting or twine 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 1/2-inch deep slits in the meat about 2 inches apart, to help the meat lie flat. Cover the meat with a sturdy piece of plastic wrap or a cut-apart food storage bag, and pound the meat with a mallet or the edge of a small plate until the roast is about 3/4 inch thick everywhere, and 10 to 14 inches square.
Preheat an oven to 400 degrees F (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 1/2 inch of the edges. Break up the goat 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 twine at 2 inch intervals. It's okay if a little stuffing protrudes from the sides 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 skillet over medium-high heat until the oil shimmers, and sear all sides of the roast, including the ends, to a golden brown color.
Lay the roast into the skillet, place into the preheated oven, and roast to your desired degree of doneness, or an internal temperature of 145 degrees F (65 degrees C) for medium, about 40 minutes.
Remove from the oven, cover with a doubled sheet of aluminum foil, and allow to rest in a warm area 10 to 15 minutes before slicing.
