In a spice grinder, finely grind the caraway, coriander and cumin seeds.
In a microwave-safe bowl, cover the ancho chilies with water and microwave on high for 2 minutes.
Let cool slightly, then transfer soft chilies and 2 tablespoons of water to a blender. Add the grinded spices, paprika, lemon juice, the 2 garlic cloves, 2 tablespoons of the olive oil and 1 tablespoon of salt. Puree the harissa sauce until smooth.
Set lamb in a medium roast pan and rub 1/2 cup of the harissa sauce all over the meat; let stand at room temperature for at least 2 hours.
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 325 degrees F and preheat, lid closed, for 10 to 15 minutes.
Add 1/2 cup of water to roasting pan and cover the pan loosely with foil. Cook the lamb for 2-1/2 hours, adding water to the pan a few times.
Remove foil and cook for about 2-1/2 hours longer, until the lamb is brown and tender; occasionally spoon pan juices on top.
Let stand for 20 minutes after removing from grill.
Meanwhile, in a small bowl, combine the yogurt with cilantro, mashed garlic clove and 2 tablespoons of olive oil. Using a fork, pull the lamb off the bone in large chunks.
Using your fingers, pull the lamb into smaller shreds and serve with the yogurt sauce and lettuce leaves, naan and the remaining harissa sauce. Enjoy!