In this hearty dish, a piquant yogurt sauce not only offsets the robustness of the lamb, but also helps bind the citrusy herbed breadcrumbs. What pops out of the oven: tender, juicy meat with an irresistibly crisp coating.
Preheat oven to 450 degrees with one rack in top third and one in bottom third. Set a wire rack in a foil-lined rimmed baking sheet. In a saucepan, combine oil, garlic, and 1 1/2 teaspoons salt; cook over medium until fragrant, 3 to 5 minutes. Transfer to a food processor and process with zest and parsley until a coarse paste forms. Transfer to a bowl; stir in breadcrumbs and lemon juice. In another bowl, whisk together yogurt and mustard; season with salt.
Place lamb, skin-side down, on a work surface and pound with a mallet to an even thickness of about 1 1/4 inches. Arrange loose ends to create a rough rectangle; season with salt. Spread 1/2 cup yogurt mixture evenly over surface, then half of breadcrumb mixture. Starting at ragged short end, tightly roll lamb into a cylinder. Tie with kitchen twine at 2-inch intervals; insert 2 skewers crosswise through lamb to help hold shape, if desired. Transfer to prepared baking sheet; season all over with salt.
Increase oven heat to broil; broil lamb on top rack, flipping halfway through, until fat is golden brown, about 2 minutes a side. Reduce temperature to 450 degrees and roast 20 minutes. Remove from oven; reduce temperature to 400 degrees. Remove twine from lamb, leaving skewers in place. Spread remaining yogurt mixture thickly over top and sides of lamb. Press remaining breadcrumb mixture into yogurt. Roast on bottom rack until a thermometer inserted in thickest part of lamb registers 135 degrees for medium-rare, 40 to 60 minutes more, depending on diameter of roll. Transfer to a cutting board and let stand 20 minutes before carving with a very sharp knife. Serve, with lemon wedges.