You may want to secure the lamb with metal or wooden skewers that are at least twelve inches long. If you use wooden ones, be sure to soak them in water to prevent them from burning on the grill.
Place lamb on a clean work surface, and cover with plastic wrap. Using a mallet, pound lamb to 1 inch thick. Transfer to a large shallow bowl, and set aside.
Zest and juice both lemons, and combine in a small bowl. Add olive oil, oregano, and garlic; whisk to combine. Pour lemon mixture over lamb, and rub with your hands to coat evenly and thoroughly. Cover bowl with plastic wrap, and place in refrigerator; let marinate for at least 6 hours or overnight, turning the lamb occasionally. Remove from refrigerator 1 hour before serving, and let lamb come to room temperature.
Heat grill or grill pan to medium high. Remove lamb from marinade, and place on a large baking sheet; season all over with salt and pepper. Using four long skewers, secure lamb on each side, with two skewers at the short ends and the other two running lengthwise, each 2 to 3 inches from the edge of the lamb. Transfer to grill, and cook until lamb is browned on the outside and still slightly pink on the inside, 7 to 9 minutes on each side for medium rare. Transfer to a platter, and let rest for 10 minutes.
When ready to serve, remove skewers, and thinly slice lamb against the grain. Garnish with lemon wedges, oregano, and slices of grilled red onion.