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Set a colander over a bowl. In a large enameled cast-iron casserole, heat the oil until shimmering. Add the lamb, season with salt and pepper and brown over high heat, stirring occasionally, 8 minutes. Transfer the lamb to the colander; wipe out the casserole.
Melt the butter in the casserole. Add the onion, turnips, carrots, celery, garlic, thyme and water and season with salt and pepper. Cover and cook over moderately low heat, stirring occasionally, until the vegetables are just tender, about 15 minutes.
Return the lamb to the casserole. Stir in the tomato paste and cook for 1 minute. Sprinkle with the flour and cook for 1 minute. Pour in the stock and bring to a boil. Simmer over low heat, stirring, until the sauce has thickened, 10 minutes. Season with salt and pepper. Transfer the lamb to eight 1 1/2-cup ramekins or gratin dishes. Let cool.
In a medium saucepan, combine the milk, cream, butter, oil, rosemary, bay leaf, thyme and a pinch of nutmeg and bring to a boil. Remove from the heat and let stand for 20 minutes.
Meanwhile, preheat the oven to 400°. In a large saucepan, cover the potatoes with water. Add the garlic and a large pinch of salt and bring to a boil. Cook over moderately high heat until the potatoes are tender, 12 minutes; drain. Return the potatoes and garlic to the saucepan and shake over high heat until dry. Pass the potatoes and garlic through a ricer into a large bowl. Strain the milk mixture over the potatoes and stir it in. Season with salt and pepper.
Spread the mashed potatoes over the lamb. Bake in the upper third of the oven for 20 minutes, until the filling is bubbling. Preheat the broiler. Broil 4 inches from the heat for 2 minutes, until browned. Let rest for at least 10 minutes before serving.
Hearty, sustaining lamb dishes like shepherd’s pie often bring red wine to mind. Red Rhône varieties like Syrah and Grenache from California’s Central Coast have a spicy edge that would impress with this dish.