1. Crush fennel seeds, rosemary, and garlic with salt in a mortar, or chop as finely as possible. Mix with pepper and oil.
2. Slather lamb with marinade. Chill, covered, at least 4 hours and up to 1 day.
3. Take lamb out of refrigerator 1 hour before grilling. Wrap bone ends with foil.
4. Heat a grill to medium-high (400°) with one area left clear of coals (for charcoal) or a burner turned off (for gas) to make an indirect heat area. Grill lamb, meat side down, over indirect heat 5 minutes. Turn over and grill 10 minutes. Turn again; grill 10 minutes more. Move lamb to direct heat, meat side down, and grill 3 to 5 minutes, or until it's crisp and browned and registers 140° (for medium-rare).
5. Let lamb rest on a platter 15 minutes. Cut between the bones to serve.
*Leave the barest sheath of fat on the meat--enough to crisp up on the grill but not so much that the dripping fat creates an inferno.