I am planning a formal dinner party and need some advice regarding a vegetable pairing. I am pairing herb roast leg if lamb with a persian ri

is your persian rice a little sweet, w/ orange zest, barberries, nuts? if so, i would stay away from sweetness in your veggies. With both the lamb and the fish, i think a sauteed garlic spinach (or chard or kale) w/ lemon juice would offer a particularly healthy and visually appealing option to be shared by both entrees.
And it cooks up sooo fast that you can stir fry it just before you plate.

I would use either butternut squash cubed with a little golden brown sugar roasted and topped with some dried cranberries and toasted pecans or acorn squash sliced in rings and roasted drizzled with a little BR Kohn orange oil and topped with candied ginger and toasted walnuts

First, this sounds like such an excellent dinner! Love lamb with Persian rice dishes, and the citrus/fennel salad is a great match and foil for both the tuna and the lamb. Since you're doing rice with the lamb, I'd roast small potatoes - fingerlings maybe - to serve with the tuna (toss them with olive oil, garlic, s&p, fresh oregano and maybe some lemon slices before roasting - good flavors alongside the anchovy/garlic/caper tuna marinade.) I want to eat all of this right now!

How about roasted carrots? They're one of my seasonal favorites. I like to make a version with cumin (check out Merrill's recipe on this site, based on a dish at ABC). My only concern is that they may compete with the tuna flavor profile. So if you're definitely serving the tuna, along with the lamb, I might go with these: http://food52.com/recipes/25976-carrots-with-honey