1. Build a fire in a charcoal grill, or heat a gas grill to hot. Rub inside of lamb with 1 tablespoon olive oil, 1 tablespoon fennel seeds, 1 tablespoon rosemary, and next 4 ingredients. Roll lamb lengthwise into an evenly shaped piece, and secure by tying with string. Rub outside of lamb with remaining oil, fennel seeds, and rosemary.
2. Let grill cool to medium-high heat or 350° to 400°, and brown lamb over direct heat 5 to 7 minutes on each side. Push coals to 1 side of charcoal grill, or turn 1 side of gas grill off, and grill lamb over indirect heat 50 minutes to 1 hour or until internal temperature reads 145° for medium rare. Remove lamb from grill, cover loosely with aluminum foil, and let rest about 10 minutes before slicing. Serve warm or at room temperature with Mint Chimichurri.