Unroll the leg of lamb fat side down onto a work surface. Using a knife, make ¼" slashes all over the inside of the leg. Squeeze the lemon over both sides of the lamb and drizzle with olive oil. Season generously with salt and pepper and rub lamb with rosemary and garlic. Transfer lamb to a parchment paper–lined rimmed baking sheet and refrigerate for at least 2 hours and up to overnight.
Let lamb come to room temperature. Build a medium-hot fire in a charcoal grill or heat a gas grill to medium-high. (Alternatively, arrange a rack 5" from the broiler element and heat oven to broil.) Spread lamb over grill grate and cook, turning occasionally, until browned and cooked to desired temperature, about 15–18 minutes for medium rare. Transfer to a cutting board and let sit for 5 minutes. Following the seams of fat and muscle, cut lamb into 5 large pieces. To serve, thinly slice each piece against the grain and transfer to a serving platter.