Slice lamb lengthwise, cutting to, but not through, other side. Open the halves, laying lamb flat. Slice each half lengthwise, cutting to, but not through, other side; open flat.
Combine wine and next 5 ingredients in a large heavy-duty zip-top plastic bag. Add lamb to bag; seal. Marinate in refrigerator 8 hours.
Remove lamb from bag, reserving marinade. Place reserved marinade in a small saucepan; bring to a boil. Boil 1 minute.
Place lamb on grill rack coated with cooking spray; cover and grill 20 minutes or until thermometer registers 145° (medium-rare) or to desired degree of doneness, turning and basting lamb once with reserved marinade. Let stand 10 minutes before slicing.
Oxmoor House Healthy Eating Collection