To prepare lamb, combine the first 7 ingredients in a small bowl; rub over lamb. Place lamb in a large zip-top plastic bag; seal. Marinate in refrigerator 2 hours, turning occasionally.
Preheat oven to 400°.
Remove lamb from bag; discard any remaining marinade. Sprinkle the lamb evenly with 1 teaspoon salt and 1/4 teaspoon pepper. Roll lamb; secure lamb at 2-inch intervals with twine. Place lamb on a rack coated with cooking spray; place rack in pan. Bake at 400° for 55 minutes or until a thermometer registers 145° (medium-rare) or desired degree of doneness. Let roast stand 20 minutes before slicing.
To prepare orange chimichurri, combine the cilantro and remaining ingredients in a food processor; process until smooth. Serve with lamb.