Cut 1-inch-deep slits, 2 to 3 inches apart, into lamb. Insert a garlic slice into each slit. Stir together cheese, parsley, salt, and pepper; stuff 2 tablespoons mixture evenly into slits. Coat lamb with vegetable cooking spray.
Press remaining cheese mixture onto lamb. Place lamb on a rack in a roasting pan.
Bake at 350° for 1 hour and 30 minutes or until a meat thermometer inserted into thickest portion registers 145°. Remove from oven, and let stand 10 to 15 minutes or until thermometer registers 150° (medium-rare).