In a medium saucepan, heat oil. Add chopped shallot and cook on medium low heat for 2-3 minutes until they begin to turn translucent. The object is to sweat the shallots not saute them, so they should not have any brown color to them. Add garlic and cook for 30 seconds, stirring often. Increase heat to high and add remaining marinade ingredients. Bring to a high simmer, reduce heat to low and simmer for 5-6 minutes, stirring occasionally. Remove from heat and allow mixture to cool for 20 minutes. Divide mixture in half. One half for marinating and the other for basting. Store the latter in an air tight container in the refrigerator until ready to use.
Trim off excess fat and make diagonal slits (about 1/2" deep), on both sides of the lamb leg. Apply half of the marinade all over lamb leg, avoiding the bone. Make sure marinade has gotten in to the diagonal slits. Cover with plastic wrap, set on a clean baking sheet, and refrigerate for 4-8 hours.
Preheat grill for medium low heat, or 300 degrees F. Skewer lamb securely onto rotisserie rod. This might take some work especially with a bone in lamb leg, just make sure it is well balanced. Place onto grill with drip pan underneath. Fill pan with 1-2 cups of warm water. Grill lamb for 1 1/2 to 2 hours.
Reheat reserved baste in microwave (about 1 to 1 1/2 minutes). Baste the lamb every 10-15 minutes after the first 30 minutes of cook time.
Once lamb has reached desired doneness (145 degrees F. for rare, 155 for medium rare, 165 for medium,170 for well done), remove lamb from grill, cover with aluminum foil and let rest for 10 minutes before slicing.