Hi, Rom. Most marinades contain salt, so I think you could include it now. What cut of lamb are you using? That might make a difference as to whether you leave on the fat/skin layer. I would probably leave it on, so that as the fat renders while the roast cooks, it keeps the meat moist.
Yes, make incisions and put your marinade ingredients in them. I made a leg of lamb once and had the butcher remove the bone, so I could unroll the meat, rub the marinade on a large, flattish piece of meat, then roll it back up, wrap in plastic wrap, and leave to marinate overnight. It was great