You can cook them hot and fast or low and slow.
If you're not one who likes the stronger flavor of Lamb, take the fat pocket out next to the bone or next to where the bone would be, if it's been boned out.
If you're going to cook hot and fast, slice into the meat every inch to inch and a half, put a thin slice of Garlic in every third slice, a couple of thyme leaves into one third and a Rosemary leaf in the other third.
Pre-heat the pit to 400 - 425 F, rub down the outside of the leg with Olive Oil, put it on the grate, shut the lid and let it cook at 20 minutes / lb when the outside starts to crisp and crack it's cooked test for Internal to 140 F.
If you want to go low and slow, prep it the same, and cook at 225 F at the grate, cook to 140 F Internal at 45 - 50 minutes / lb before you start testing for done.
140 F Internal will be medium rare, and is where I like to take lamb to, if you go much past 155 you can start to dry it out.