Process first 8 ingredients in a food processor or blender until smooth, stopping to scrape down sides. Place lamb in a large shallow dish or heavy-duty zip-top plastic bag. Pour yogurt mixture over lamb. Cover or seal, and chill 8 hours, turning occasionally.
Remove lamb from marinade, discarding marinade. Place lamb on a rack in a roasting pan.
Bake at 425° for 25 minutes; reduce temperature to 350°, and bake 1 hour and 25 minutes or until a meat thermometer inserted into thickest portion registers 145°. Remove from oven, and let stand 15 minutes or until a meat thermometer registers 150° (medium-rare). Serve with Cucumber-Yogurt Sauce.