Season your lamb with all of the spices and then put it in your refigerator to dry marinate while you set up the grill and wait for it to preheat.
Set your grill up for 2 zone cooking. Keep the grate over the coals as close as possible and the one on the indirect side as far away from the coals as possible. You can leave both vents fully open. Let the grill preheat for at least 15 minutes.
Combine all the ingredients for the sauce and mix well. Keep chilled before serving.
Once the grill is fully hot (mine was reading 450F/232C) grill the lamb directly over the coals. Watch it because it is fatty and can burn, ask me how I know this. Once you have a nice color all over, about 7 minutes, take it off and put it on the indirect side of the grill.
At this point you can add a few chunks of wood to the coals and then shut the lid. I set my top vent to the second line and the bottom to 1 finger. This resulted in around 350F/177C. Cook like this until the lamb reaches 125F/52C internally when read with an instant read thermometer. Mine took about 30 minutes. Take the lamb off and tent it with foil to rest for at least 10 minutes. In this time it will come up to 145F/63C.
Slice and enjoy with some lemon juice and the sauce you made!