Just deglaze the pan with a combination of lamb stock and wine. If you don't have or can't find lamb stock then you can use veal stock as well. When you roast the lamb, include a mire poix and some herbs in the pan. When it's through cooking, add enough liquid to where you can reduce it by 1/2 to get the amount of sauce you need (i.e. if you need 1 cup of gravy, use 1 1/2 cups of stock and 1/2 cup of red wine for 2 cups total). Once you finish the reduction, strain it from the mire poix, and whisk in (off the heat) 4 Tbsp. of butter for every 1 cup of sauce.
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Johann Wolfgang Von Goethe