Combine first 5 ingredients in a small bowl. Cut 20 (3/4-inch-deep) slits in lamb. Press 1 garlic half into each slit. Rub lamb with lemon mixture. Cover and marinate in refrigerator at least 5 hours.
Preheat oven to 450°.
Sprinkle lamb with 1 teaspoon salt and pepper. Place lamb on a wire rack coated with cooking spray; place rack in a roasting pan. Let stand at room temperature 20 minutes. Bake lamb at 450° for 20 minutes.
Reduce oven temperature to 375° (do not remove lamb).
Bake an additional 55 minutes or until a thermometer inserted in thickest portion registers 130°. Let stand for 15 minutes; cut across the grain into slices.
Combine yogurt and remaining ingredients in a medium bowl. Serve with lamb.
I served this for Easter and while everyone declared it good (or at least ate their portions), it still seemed a bit bland to me. I ended up using a boneless cut, unrolling it to season the inside and outside and then re-rolling and tying it to marinate overnight. I added 15 minutes to the cook time but it was still quite rare in the middle. The outside of the roast had good flavor and it was overall very moist and tender, but the flavor hadn't penetrated the meat. I didn't bother with the sauce. I liked the combination of flavors and would probably try this again, but next time I would mince the garlic and add it, along with the salt and pepper, to the marinade.
I also used a boneless butterflied leg of lamb (about 3 1/2 lbs). I was only able to marinate for 3 or 4 hours. It was good, but next time I will marinate longer. When marinating I kept it unrolled, then rolled and tied for roasting. I roasted at 450 for 20 minutes, then 375 for 20 minutes. It was a bit too rare. We ate the end areas (still med rare - rare) and saved the center for leftovers knowing it would cook some more. In the future I would either use a thermometer or cook at least another 10-15 minutes. I did think that the sauce was great. Only change to the sauce was I doubled it and added fresh dill. We also served the lamb with spicy creamed horseradish. As sides, grill roasted potatoes and carrots (cook separately).
We prepped to recipe using unrolled boneless leg of lamb, studding with garlic & marinating overnight. Removed from fridge about an hour before, then rolled & tied After about 40 min in the oven, pulled at 140 degrees and let rest. Served with roasted gemstone potatoes. Very nice.