Preheat your oven to 400°F (200°C).
In a small bowl, combine the Dijon mustard, minced garlic, chopped rosemary, thyme, sea salt, and black pepper to form a thick paste.
Pat the lamb leg dry with paper towels, rub with olive oil, and then coat the entire surface with the herb mustard paste.
Place the lamb on a roasting rack in a shallow pan and roast for 25-30 minutes, or until the internal temperature reaches 135°F for medium-rare.
While the lamb is roasting, trim the woody ends of the asparagus and steam or lightly roast them until tender-crisp.
Prepare the sauce by whisking together the Greek yogurt, finely chopped mint, and lemon juice in a small bowl.
Remove the lamb from the oven and let it rest for at least 10 minutes before slicing against the grain.
Serve the sliced herb-crusted lamb alongside the asparagus with a generous dollop of the mint yogurt sauce.