1. Combine oil and all seasonings except for rosemary sprigs in a shallow pan. Add lamb and turn to coat inside and out. Cover and chill 24 hours, turning occasionally. Let lamb sit at room temperature 1 hour before grilling. Brush off excess marinade. Tie with kitchen twine to make a compact roast.
2. Meanwhile, heat a grill to medium (350° to 400°) with burner turned off (for gas) or coals pushed to half of firegrate (for charcoal) to make an indirect heat area.
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3. Grill lamb over direct heat, turning as needed, until browned all over, 10 minutes. Set lamb on a V-shaped rack in a roasting pan. Set pan over indirect-heat area . Top meat with rosemary sprigs. Cover charcoal or gas grill.
4. Roast lamb, rotating meat in pan every 20 to 30 minutes so each part is exposed to heat, until lamb reaches 140 in thickest part, 1 1/2 to 2 1/2 hours; rosemary may fall off. Let lamb rest on a board 15 minutes. Remove twine and carve.
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