To make the pesto, in a processor, combine orange zest and juice, the mint, olive oil, cheese, cashews, 1/2 teaspoon of salt and 1/2 teaspoon of black pepper. Process until completely blended, then reserve 1/2 cup.
Place the leg of lamb on a cutting board. Starting on a long side, cut the meat in half horizontally, but do not cut all the way through. Leave about 1 inch of meat uncut at the other side. Open the meat like a book, then place a piece of plastic wrap over it.
Use a meat mallet or rolling pin to pound the meat to an even thickness of about 2 inches.
Season the meat all over with salt and pepper. Spread the pesto over the cut side of the meat. Starting at one of the long sides, roll the lamb into a log with the pesto in the center. Use kitchen twine to tie the lamb in several spots to prevent it from unrolling.
Place the lamb over the cabbage mixture in the roasting pan. Set aside.
In a food processor, pulse the bread until it is reduced to soft crumbs. Stir in the mustard, then pat the mixture over the outside of the lamb. Roast for 3 1/2 hours, or until the meat is fork-tender.
Allow the lamb to rest for 15 minutes, then slice it across the roll. Serve alongside the braised cabbage from the bottom of the pan and the reserved mint pesto.