Combine aioli ingredients in a bowl and store in the fridge until lamb is cooked. Preheat the oven to 425 degrees F. Place the lamb in a roasting pan. Brush with olive oil; sprinkle with oregano, lemon zest, salt and pepper. Roast 20 minutes, and then reduce heat to 325 degrees F. Cook lamb to desired degree of doneness, checking its progress with a meat thermometer. 75-90 minutes should yield it medium rare in the middle. Baste with pan juices occasionally during cooking. Rest the lamb 10-15 minutes before thinly slicing and serving with the aioli alongside.