Providing the shed roof is at a steep enough angle, to ensure the rain is not blown up the shed roof and over the top into the gap along the wall, then the traditional lead flashing, where the lead is let into the wall along a mortar line will do the trick.
Dig out the mortar to a depth of about 3cm then roll up thin strips of lead into balls just larger than the gap and hammer them into the gap above the edge of the lead sheet to hold it in place before folding the lead down over the roof and making good the mortar.
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