Okay this may sound snippy and it is not intended to be but my first reaction to your question, "What do I do with a leg of lamb?" my thought was give it back to the lamb. My mom and dad loved lamb - but my mom never liked the way she made it so would only have it when they went out. Since I didn't care for the way my mom made it I never thought I would want to waste money on it when I could order what I want. My youngest DD likes it too. So I am sorry I can't offer you any recipes, it was just my immediate reaction to your question. I do hope you enjoy how your leg comes out.
Oh wait, I did see an Alfred Hitchcock tv show years ago, a wife came home from the grocery store with a leg of lamb she intended to fix for dinner, when she got home she found her husband was leaving her for another woman. She hit him and killed him with the leg of lamb. When she realized what had happened she called the police stating she found her husband dead on the floor when she got home from the store. She started cooking the leg of lamb and ended up serving it to the officers that came to investigate the murder. Just a thought..... ;-)