Rub the lamb with mustard oil and salt. Set aside for 20 minutes. In a small bowl, thin out the yogurt with 2-3 tablespoon of water. Mix to a smooth consistency. Set aside.
In a heavy bottomed pot, heat up the mustard oil.Mustard oil needs to be heated more than the usual oil to do away the raw smell. Heat till you see that the oil turns pale from its deep golden color. Reduce heat to low. Add the cumin and hing. Wait for the aroma. About 5-7 seconds. Add the marinated lamb.
Bump up the heat to medium and stir around so that the lamb is coated in oil. You will see that in 1-2 minutes the lamb will start browning. Add the green & black cardamom. Stir for another 1-2 minutes.
Now, reduce the heat to low. Add the kashmiri chilli powder a teaspoon at a time and immediately add a splash of thin yogurt.Stir around gently.Do this till all the chili powder and yogurt are exhausted, adding yogurt last. Continue on low heat so that the yogurt does not curdle and the chili does not burn.If you feel that the pot is way too hot, take off the stove for a while and return back.
After about 2 minutes, bump up the heat to medium and add the ginger powder, ground fennel, red chili powder and salt.Stir around, you will see a lot of liquid in the pot but that's okay. Reduce the heat to low and cover the pot.
Let simmer covered on low heat for about 1 hour and 10 minutes (or more, depending on how large the meat pieces are) till the lamb is almost 95% cooked. You will need to check the pot 3-4 times in between to ensure that it is not sticking to the bottom, you can add a splash of water if needed.
While the lamb is cooking , in a small pan dry roast the spices listed under 'to be roasted' for a minute or less. Transfer to a coffee grinder or mortar & pestle and coarsely grind. Once the lamb is 95% cooked, add these spices to the pot, add about ½ cup water and cover again. Let simmer for another 20 minutes till the lamb is cooked through.
Switch off the stove. Add saffron if using and let sit for 40 minutes before serving. Garnish with chopped cilantro and serve.