I find lamb is the most difficult meat to curry.
I find that, in general, unless I marinate it with spices and something acidic (i.e. lemon juice) and quickly sear it before cooking the fat ends up departing a bloody awful tallowy taste into the sauce. This seems to be regardless of the cut used.
Another way I've found that works is to cook lamb on-the-bone in a pre-prepared curry sauce. The onions used in the sauce need to be well caramelised beforehand and the lamb needs to sit, refrigerated, in the sauce for a few hours before cooking. Just place the whole lot - covered - in an oven on a low heat for two to three hours. This doesn't really seem to work with lamb off-the-bone which ends up tasting like normal stewed lamb in a curry sauce.
I find the easiest option is to marinate diced lamb leg in a tikka marinade and cook ideally on a barbecue or under a high grill. Once cooked just drop it in the sauce. It will not be as tender this way, though.
The same seems to apply - to a lesser degree - to cheaper cuts of beef. I suppose this is why most keemas contain potato - I imagine the potato helps draw the fat out of the finished sauce.
I could just be doing it wrong of course.