Take the leg of lamb out of the refrigerator an hour before preparation to reach room temperature.
Preheat the oven to 185°C.
Cut the lemons into 4 thick slices and char each side with a blowtorch. This will give an intense, caramelized flavor to the sauce and the meat.
Arrange some lemon slices under the string of the leg of lamb and place it in a baking dish along with the remaining lemon slices.
Peel the shallots, cut them in half, and distribute them along with the halved chili peppers, unpeeled garlic cloves, and fresh oregano around the leg of lamb. Drizzle everything with olive oil and place a few slices of butter on top.
Use a meat thermometer set to 58°C for a perfectly pink result.
Roast for about 35 to 40 minutes per kg at 185°C in the preheated oven. Baste regularly with the drippings.
Remove the leg of lamb from the baking dish, remove the string, and keep the meat warm. Drain some fat, squeeze the cooked garlic out of its skin, press the juice from the lemons, and remove along with the chili and oregano sprigs.
Place the baking dish on the heat, add the veal stock, and let it reduce briefly. Add an extra knob of butter and season with salt and pepper.
Slice the leg of lamb thinly and serve with the sauce.
Serve, for example, with gratin dauphinois and a chicory salad.