Preheat the oven to 170C/325F/Gas 3. Place the cockles in a colander and rinse under a cold running tap, shaking to wash off any grit or to break open any glued together with silt.
Put the cockles and cider into a medium-sized heavy pan. Cover with the lid and steam for 2-3 minutes until the cockles have opened. Strain the cockles, discarding any that remain closed, then strain the liquor again through a fine sieve to remove as much grit as possible.
Season the lamb with the thyme, sea salt and freshly ground black pepper. In a very hot ovenproof pan, melt the butter and quickly brown the lamb all over then remove the meat from the pan and set it aside.
Tip the onion and lardons into the same pan and cook over a moderate heat until the onions are translucent. Pour in the cider vinegar to deglaze the pan then return the meat to the pan and pour in the cockle liquor. Cover the pan with a lid, transfer it to the oven and cook for 45 minutes to one hour.
Meanwhile, pick three-quarters of the cockles from their shells, leaving the remainder in their shells. Add all the cockles to the lamb, warm through then season with sea salt and freshly ground black pepper and stir in the parsley and celery leaves.
Slice the lamb onto warmed plates, ladle over the cockles and liquor and serve with boiled potatoes and Savoy cabbage.