Since the leg of lamb is boneless, it will have more exposed meat surface. Plan seasonings accordingly depending on the size thickness of the roast.
Trim off any excess fat and small dangling pieces of meat from the roast.
Combine rub mixture and apply to all exposed meat surfaces. Carefully roll roast back into position and secure with kitchen twine. Let sit at room temperature while pellet grill heats up.
Preheat pellet grill to 325 degrees F. Place tied leg of lamb on grill. If you have a temperature probe, push it into the center of the meat and cook to desired doneness. Otherwise plan on 15 to 20 minutes of cooking time per pound of meat.
Pull lamb off the grill at 140 degrees F, for medium rare, 150 degrees F, for medium, and 160 degrees F, for well done. Remove roast from the grill at your desired doneness, place onto a clean cutting board, and cover with aluminum foil for 10 minutes. This will help the temperature continue to rise 5-10 degrees more. Ideally, it is safe to consume lamb at 145 degrees F., but for this recipe, I recommend aiming for a medium pull temperature of 150, with a rising temperature between 155-160.
Slice roast, and serve with your favorite sauces and sides.