Combine oil and all seasonings except for rosemary sprigs in a shallow pan. Add lamb and turn to coat inside and out. Cover and chill 24 hours, turning occasionally. Let lamb sit at room temperature 1 hour before grilling. Brush off excess marinade. Tie with kitchen twine to make a compact roast.
Meanwhile, heat a grill to medium (350° to 400°) with burner turned off (for gas) or coals pushed to half of firegrate (for charcoal) to make an indirect heat area. Or light an indirect charcoal-and-wood fire in a Cowboy Cauldron (see "Cooking in a Cauldron," below).
Grill lamb over direct heat, turning as needed, until browned all over, 10 minutes. Set lamb on a V-shaped rack in a roasting pan. Set pan over indirect-heat area (on Cauldron, lift rack and put pan down on firegrate, then replace rack--it helps retain heat). Top meat with rosemary sprigs. Stoke the fire (see "Cooking in a Cauldron"); for charcoal, as you cook, add 6 to 8 briquets every 30 minutes. Cover charcoal or gas grill.
Roast lamb, rotating meat in pan every 20 to 30 minutes so each part is exposed to heat, until lamb reaches 140° in thickest part, 1 1/2 to 2 1/2 hours; rosemary may fall off. Let lamb rest on a board 15 minutes. Remove twine and carve.
Cooking in a Cauldron
Part firepit, part cooking tool, the Cowboy Cauldron (made in Utah) works as a grill, rotisserie, and more. Getting the hang of it takes practice, though. Ford's method: Ignite charcoal in a chimney, dump out onto firegrate, then crisscross 4 split oak logs on top. When logs are ashy, spread over half the grate to create direct and indirect cooking areas. Sear meat over direct heat area, then set in a roasting pan next to the fire. Turn the meat and stoke the fire with 1 or 2 logs every hour or so. Urban Cowboy (shown, 30 in.): $1,300; cowboycauldron.com.
*Ask a butcher to remove the hip and leg bones from the wide end but leave the shank bone, which is useful as a handle for turning.