Preheat the oven to 170°C.
Rinse the cockles in a colander under cold water to remove grit.
Steam the cockles in a pan with cider for 3 minutes until opened.
Strain the cockles and filter the liquor through a fine sieve, discarding closed shells.
Season the lamb with thyme, salt, and pepper.
Brown the lamb in melted butter in an ovenproof pan and set aside.
Cook the onion and lardons in the same pan until translucent.
Deglaze the pan with cider vinegar, return the lamb, and add the cockle liquor.
Cover and cook in the oven for 45 to 60 minutes.
Remove most cockles from shells and add all cockles to the lamb.
Stir in the parsley and celery leaves and warm through.
Slice the lamb and serve on warmed plates with the liquor and cockles.