Step 1

Heat 1 Tbsp. oil in a large skillet over medium. Cook bacon, stirring often, until browned and crisp, 8–10 minutes. Transfer bacon to a plate with a slotted spoon.

Step 2

Increase heat to medium-high and cook half of ground lamb in same skillet undisturbed until well browned underneath, about 4 minutes. Break up lamb using 2 spoons or spatulas, then continue to cook, tossing occasionally and breaking into small pieces, until nearly cooked through but with some pink still remaining. Season with salt and transfer to plate with bacon. Repeat with another 1 Tbsp. oil and remaining lamb. Resist the temptation to cook all of the lamb in one batch; it will steam instead of searing, and you’ll miss out on the flavor that comes from browning.

Step 3

Heat remaining 1 Tbsp. oil in same skillet and add onions, fennel, carrot, and celery. Season with salt and cook, stirring occasionally, until vegetables are lightly browned and very soft, 12–15 minutes. Add tomato paste and flour and cook, stirring constantly, until paste darkens, about 1 minute. Add wine, bring to a simmer, and cook until reduced by half (it should no longer smell boozy), about 5 minutes. Add broth, rosemary, and thyme; return meat to skillet and simmer, stirring occasionally, until liquid is almost completely evaporated and any remaining sauce is the consistency of gravy, 15–20 minutes. Transfer filling to a 3-qt. baking dish.

Step 4

Do Ahead: Filling can be made 4 days ahead. Let cool; cover and chill.

Step 5

Preheat oven to 375°. Place potatoes in a large saucepan and add water to cover by at least 2"; season generously with salt. Bring to a boil, reduce heat, and simmer until a paring knife easily slides through potatoes, 25–35 minutes. Let cool slightly.

Step 6

Bring half-and-half and butter to a simmer over medium heat.

Step 7

Halve potatoes, skin and all (skins won’t go through ricer or mill, but you can peel if you really want to), and pass through ricer or food mill set over a large bowl. If you don’t have a ricer or food mill, use a potato masher and aim to get the potatoes as smooth as possible. Mix in warm half-and-half mixture. Whisk egg yolks and sour cream in a small bowl, then mix into potatoes; season with salt and pepper.

Step 8

Carefully top filling with half of mashed potatoes; smooth out over filling so that no meat is peeking up through potatoes. Repeat with remaining potatoes, swirling decoratively.

Step 9

Bake shepherd’s pie until filling is bubbling around edges and top is golden brown, 45–50 minutes.

Step 10

Do Ahead: Pie can be assembled (but not baked) 3 days ahead. Cover and chill.