Arrange a couple of large sheets of parchment paper on a work surface. Set the leg of lamb on top and cut small slits all over the leg meat and nestle in the garlic slices.
Whisk the EVOO and lemon juice together then rub the dressing all over the leg. Season liberally with salt and coarse black pepper, and rub with herbs. Cover with another sheet of parchment. Fold the bottom pieces up and into the top piece to form a packet. Secure with kitchen string and let marinate in the fridge several hours or overnight.
Preheat oven to 300°F.