Preheat oven to 450F/220C.
Using a mortar and pestle, crush the garlic, allspice berries and peppercorns with a little salt, in increments if necessary, until moist and chunky. Mix together with the grated cheese. Set the mixture aside until ready to use.
Rinse and dry the lamb. Using a sharp knife, make about 25 incisions on all sides of the lamb. Take a generous pinch of the cheese, garlic and spice mixture and insert it into each of the incisions, as deeply as possible. Continue until the mixture is used up, making further incisions if necessary.
Rub olive oil over the surface of the leg of lamb and season generously with salt and pepper.
Arrange the vegetables under and around the leg of lamb in the pan. Season with salt and pepper. Distribute the aromatic herbs around the vegetables and insert a few sprigs into some incisions in the meat. Season everything generously with olive oil. Pour the red wine over and around the lamb.
Cover the pan with baking paper or wax paper and seal with aluminum foil. Roast lamb at 450°F/220°C for 20 minutes, then reduce heat to 350°F/170°C and continue roasting, basting every 15 to 20 minutes, about 20 minutes per pound, or 2 to 2 1/2 hours for medium-rare, or until a meat thermometer inserted into the thickest part of the thigh reads 145F.
Ten minutes before removing from the oven, whisk together the final marinade and pour over the lamb. Continue roasting for another 6-8 minutes.
Remove and let the lamb rest for 20-30 minutes before carving.
