Preheat oven. Start by preheating your oven to 325°F (160°C).
Sauté lamb onions & carrots. In the meantime, place the lamb, onions, and carrots into a deep frying pan or casserole. Over high heat, sauté them, stirring frequently, for about 5 minutes until the meat turns brown. Drain any excess fat.
Prepare the gravy. Stir in the flour and, over high heat, add the wine, stock, Worcestershire sauce, and tomato purée (you can also add gravy browning if you prefer a richer, darker sauce). Stir until everything is well blended, then bring the mixture to a boil. Season it with salt and freshly ground black pepper.
Continue to cook in the oven. Cover the pan with a lid, and transfer it to the oven for 1–11⁄2 hours or until the meat becomes tender. Check the seasoning, then transfer the meat to the ovenproof dish(es) and allow it to cool.
Prepare the potatoes. Increase the oven temperature to 425°F (220°C). Blanch the potatoes in a pan of boiling salted water for 4–5 minutes. Drain them, rinse them in cold water, and pat them dry with paper towels.
Assemble the sheperds pie dauphinoise. Place a layer of potato slices on top of the cooled meat. Pour half of the cream over them and season with salt and freshly ground black pepper. Add the remaining potato slices on top, pour over the rest of the cream, and sprinkle the cheese over it.
Bake. Bake the pie in the oven for 30 minutes (or 45–50 minutes for 12 servings) or until it turns golden and starts to bubble