Smoked lamb is my favorite! And it goes very well with hickory so do not think that another choice of wood would give you better results.
I like to open up the leg and cut it as flat as i can (kinda like when preparing a stuffed pork loin) i drizzle with evoo, coarse salt, pepper, freshly chopped thyme or rosemary, finely minced garlic, and finally get a lemon and zest the entire leg. (It will help tremendously with that gamey taste) roll it up and tie it up with butcher’s twine and go slow and low until it hits your preferred temp. I like to pull it at 140. You can baste it with some butter if it starts to get too dry on the outside. You are in for a treat!
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