You can find lamb leg roast at most grocery stores at the meat counter. We chose boneless lamb leg roast, but you can use bone-in if you prefer.
Boneless leg of lamb roasts will come wrapped in netting, which is typically oven safe but always check to make sure before putting it in the oven. The netting holds the deboned meat in place as it cooks. You can wrap it with butchers twine if your netting is not oven-safe.