To make the harissa, soak the chiles in a glass or metal bowl in boiling water for 30 min.
Toast the fennel and coriander in a small dry skillet until the spices are fragrant. Grind them in a spice grinder, coffee grinder or with a mortar and pestle. Set aside.
Salt and pepper lamb and let is sit at room temperature while you make the harissa.
Drain the chiles. Stem, devein and remove the seeds. Wear gloves for this step.
Add the chiles to a food processor along with the garlic and salt and whirl to chop. Slowly drizzle in the olive oil and process to make a paste. You want to really process this so that the chilies are completely fine. Adding more ingredients and scraping down the sides also helps.
Add the fennel, corrander, cumin, mint, lemon juice and French's Dijon Mustard. Process until smooth. The flavor will deepen after a day or two. Put the harissa in a small jars and top with olive oil to store or use right away.
To make the mustard yogurt dipping sauce mix all the ingredients together and refrigerate.
When ready to serve, paint the lamb with the mustard harissa, be generous. Grill on a hot BBQ for 4-6 min. aside until desired doneness. Lamb should be served medium rare.
Place on a platter with the dipping sauce and serve.