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.