Prepare the lamb ragu. Steep saffron in hot water. Let sit for 10 minutes.
Heat 2 tablespoon olive oil in a large pot over medium-high heat. Add the lamb and cook until browned. Remove from heat and set aside. In the same pan, saute the carrot, onion, and celery and saute until softened, about 5 minutes. Add back the lamb along with the coriander, thyme, fennel, cumin, rosemary, saffron with the water, tomato paste, and red wine. Season with salt and pepper and bring to a boil.
Add the canned diced tomatoes and bring to a simmer. Reduce heat to low and continue to simmer for 1 hour. Taste and season once again with salt and pepper.
While the sauce is simmering, make the pici. Combine semolina and all-purpose flour in a large bowl. Make a well in the center and slowly add the water, stirring until a dough forms. Knead the dough until smooth and elastic, about 10 minutes. Wrap the dough in plastic and rest for 20 minutes.
Dust a baking sheet with semolina. Unwrap the dough and divide the dough into 1-inch size balls. Working with one ball at a time, roll it into a ¼-inch thick long string. Keep the remaining dough covered. Cut the string into 10-inch long pieces and set it aside on the prepared baking sheet. Repeat with the remaining dough.
Bring a large pot of water to a boil over high heat. Add the pici and cook until noodles float to the top, about 3 minutes. Drain pasta, reserving ¼ cup of the water.
Toss together the pasta with the lamb ragu and the reserved pasta water in a medium pot. Bring to a simmer and season with salt and pepper. Top with freshly grated Parmesan and serve.