In a blender or mini-processor, combine the vegetable oil, onion, wine, rosemary, garlic and Dijon mustard and blend until smooth. Transfer the marinade to a resealable plastic bag, add the lamb and refrigerate overnight.
In a small bowl, combine the whole-grain mustard, crème fraîche, honey and a pinch each of cayenne and black pepper; whisk until smooth.
Remove the lamb from the bag and scrape off the marinade. Heat the olive oil in a skillet. Season the lamb with salt and black pepper, add it to the skillet and cook over high heat until browned, about 3 minutes on each side for medium rare. Transfer the lamb to a cutting board, cover with foil and let stand for 10 minutes.
Thinly slice the lamb, fold the pieces and spear them on wooden picks. Transfer to a platter and serve immediately with the mustard dipping sauce.