Using a paring knife, make a series of small slits in the leg.
On a cutting board, finely mince the garlic, rosemary, and oregano with a chef's knife to make an herb and garlic paste. (Alternatively, put the garlic and herbs in a small food processor.)
Stuff a small amount of the paste into each of the slits, driving it into the slit with a spoon handle or other utensil. Put the lamb on a rack inside a roasting pan. If desired, like the pan with foil for easier clean-up.
Rub the outside of the lamb with the lemon juice, then the olive oil. Cover with plastic wrap and refrigerate for at least 8 hours, or overnight.
Remove from the refrigerator and let the lamb come to room temperature.
Remove the plastic wrap and season the lamb with salt and pepper. When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 400F and preheat, lid closed, for 10 to 15 minutes.
Roast the lamb for 30 minutes. Reduce the heat to 350F (300 if you have a manual controller) and continue to cook until the internal temperature in the thickest part of the meat - be sure the temperature probe is not touching bone - is about 140F for medium-rare, about 1 hour more, longer if you're cooking at 300F or prefer your lamb more well-done.
Transfer the lamb to a cutting board and let rest for 15 minutes before slicing on a diagonal into thin slices.