Goat's milk feta cheese is intensely flavorful. Look for it at Greek or specialty markets; you might also find a goat's and sheep's milk blend, which also has a pleasantly strong taste. For milder flavor, use cow's milk feta.
1 (2 3/4-pound) rolled boneless leg of lamb, trimmed
1/3 cup (1 1/2 ounces) crumbled goat's milk feta cheese
2 tablespoons chopped fresh or 2 teaspoons dried thyme
To prepare lamb, unroll the roast. Combine cheese, chopped thyme, and rind; spread over roast. Drizzle with 2 teaspoons juice. Reroll roast; secure at 1-inch intervals with twine. Place 10 thyme sprigs in the bottom of a shallow 2-quart baking dish; place the lamb roast over thyme sprigs in dish. Pour remaining juice and wine over roast. Sprinkle with 1/4 teaspoon salt and 1/4 teaspoon pepper. Bake at 250º for 1 hour. Turn roast over, and bake an additional 1 1/2 hours or until a thermometer inserted in thickest portion of roast registers 145º (medium-rare). Remove from oven. Place roast on a cutting board; let stand 10 minutes.
Strain pan juices through a fine sieve into a small saucepan. Cook over medium heat until reduced to 2 tablespoons (about 5 minutes).
Remove twine; cut roast into thin slices. Arrange slices on a serving platter; drizzle with reduced pan juices.
To prepare mash, cook potatoes and parsnip in boiling water 25 minutes or until very tender. Drain; place in a large bowl. Add yogurt, oil, 1/2 teaspoon salt, and 1/4 teaspoon pepper. Mash with a potato masher to desired consistency. Serve with lamb. Garnish with thyme sprigs, if desired.
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