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Rub the lamb with a little oil and half the lime juice, then season with salt and pepper. Barbecue or cook in a hot griddle pan for 10-15 mins, turning occasionally. Remove from the heat, cover with foil and set aside to rest.
Meanwhile, whisk the remaining lime juice and the fennel seeds together with some salt and pepper and a little olive oil in a large bowl. Add the carrot and red onion, then mix well.
Warm the pitta breads on the barbecue or griddle pan, then make a slit in each to form a pocket. Slice the lamb and stuff into the pittas with the carrot salad and lettuce leaves.