How to Make It
In a small bowl, combine the garlic, orange zest, parsley, rosemary, thyme, cumin and 1 teaspoon of the olive oil. Add a pinch each of salt and pepper.
Using a small, sharp knife, make about 25 evenly spaced 1-inch incisions in the meaty sections of the lamb. Stuff about 1/2 teaspoon of the orange-herb paste into each incision. Turn the lamb fat side up and rub with 1 tablespoon of the olive oil and then 2 tablespoons of the orange juice. (MAKE AHEAD: The leg of lamb can be refrigerated for up to 1 day. Let return to room temperature before proceeding.)
Preheat the oven to 450°. In a large nonreactive roasting pan, combine 1/4 cup of the wine and the remaining 2 tablespoons of olive oil. Arrange the onions and carrots cut side down in the pan, set the lamb on top and season with salt and pepper. Roast the lamb in the center of the oven for 20 minutes. Pour the remaining 1/2 cup of wine and 1/2 cup of water into the pan and reduce the oven temperature to 325°. Continue roasting the lamb for 1 hour and 20 minutes, basting a few times and adding up to 1/2 cup more water if the pan gets dry.
Pour 2 tablespoons of the orange juice over the lamb and raise the oven temperature to 400°. Roast the lamb for about 30 minutes longer, or until the meat is medium-rare and an instant-read thermometer inserted in the meaty part of the leg registers 135°. Transfer the lamb to a carving board, cover loosely with foil and let rest for 10 minutes. Transfer the carrots and onions to a plate and keep warm in a low oven.
Set the roasting pan on 2 burners over moderately high heat. Add the remaining 1/4 cup of orange juice and boil for 3 minutes, scraping up the browned bits. Add 1 cup of water and boil until the sauce is reduced and flavorful, about 5 minutes. Pour the pan sauce into a serving bowl and skim the fat from the surface. Add any juices from the lamb and season with salt and pepper. Carve the leg of lamb and serve with the carrots and onions; pass the pan sauce separately at the table.