This recipe is from chef James Botsacos of Molyvos in New York City. Serve this satisfying and elegant dish with Okra, Onion, and Tomato Stew and Phyllo Rolls with Wild Greens for a classic Greek meal.
In a large skillet, heat 1/3 cup olive oil over medium heat. Add fennel bulb, and cook, stirring occasionally, until just tender, about 3 minutes. Add scallions and chopped garlic, and cook for 2 minutes. Add greens, and cook, stirring, until wilted, 2 to 3 minutes. Remove from heat, and season with fennel seeds and pepper to taste. Stir in mint. Transfer to a bowl until cooled completely.
Crumble feta cheese over cooled greens; stir to combine. Taste and adjust seasoning.
Place lamb on a clean work surface. Season with salt, pepper, and 1/2 teaspoon oregano. Spread greens over lamb in an even layer. Roll lamb, starting at narrow end, to enclose filling. Using kitchen twine, tie lamb lengthwise and crosswise at 1-inch intervals. Rub with remaining tablespoon oil; season with salt, pepper, and remaining 1/2 teaspoon oregano. Cover, and refrigerate for at least 3 hours and up to overnight.
Preheat oven to 450 degrees. Make four small slits in lamb, and insert the garlic quarters. Place the lamb in a roasting pan that just holds it comfortably. Roast for 25 minutes.
Add wine, and reduce oven temperature to 400 degrees. Continue roasting, basting frequently with pan juices, 45 to 65 minutes (or until an instant-read thermometer inserted in the thickest part of the lamb registers 125 degrees for medium-rare). If the roasting pan becomes dry, add a little water or chicken stock.
Remove lamb from oven, and cover with aluminum foil; let rest for 15 minutes. Remove twine from lamb before slicing. Strain pan drippings, skimming fat from the surface; drizzle pan juices over lamb. Serve with okra stew and phyllo rolls, if desired.