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Step 1
For polenta, place stock, milk, bay leaf and cayenne in a pan and bring to the boil over medium-high heat. Gradually add polenta, whisking constantly, then reduce heat to low and cook, whisking, for 8-10 minutes until thick. Remove from the heat, stir in cheese, season, then cover to keep warm.
Step 2
Meanwhile, heat a chargrill pan or non-stick frypan on medium-high heat. In a large bowl, Combine oil, thyme, lemon rind and juice, then season. Toss lamb cutlets in mixture, then cook in batches for 2 minutes each side for medium-rare, or until cooked to your liking.
Step 3
If the polenta is too thick, whisk in 1/4 cup (60ml) boiling water. Serve the lamb on polenta with rocket leaves.