When flames have all died down and coals are covered in white ash, place lamb on side of grill away from coals. Put lid on grill with vents open one quarter of the way.
Roast, adding a handful of new charcoal about every 30 minutes, until lamb is done the way you like it, 1 1/2 to 2 1/4 hours for medium-rare. To check for doneness, insert an instant-read thermometer into thickest part of leg (without touching bone): 120ºF is rare; 126ºF is medium-rare; 134°F is medium; 150°F is medium-well; and 160°F is well-done. (We like to pull the roast at 126ºF.)