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Combine olive oil and crushed garlic; rub it on the lamb.
With a paring knife, make small ¾ inch deep perforations in the lamb (about 2 dozen). Alternately stuff the slivered garlic and cut rosemary sprigs into the perforations.
Zest and juice the lemons, spreading zest and juice evenly over the lamb. Season lamb with salt and pepper.
When ready to cook, start the Traeger on Smoke with the lid open until a fire is established (4-5 minutes). Turn temperature to 400 degrees F and preheat, lid closed, for 10 to 15 minutes.
Place the leg of lamb on the grill and cook for 30 minutes. Reduce temperature to 350°F and cook for an additional hour, or until the internal meat temperature reaches 145 degrees for medium rare.
Let the lamb rest for 15 minutes before carving. Slice, serve and enjoy!