If you want to go fail-safe so that it won't be tough, you should slow roast it in an oven rather than grill it.
Best way would be to butterfly the leg, fill it with some type of filling/stuffing, then roll it back up and tie it with butcher's string. Pan sear it, then roast it in the oven along with mire poix vegetables at about 350 while loosely covered in foil. Deglaze on top of the stove when done to make a sauce. A dutch oven or Le Creuset will work best, although you can use a heavy saute pan provided that it is large enough to hold the lamb.
For your stuffing you can use pestos, tapenades, a mixture of nuts/dried fruits/cheese, or whatever recipes you can find on the net. The only thing I would really not advise using is a cured/smoked meat like proscuitto or speck because it will really work against the flavor component of the lamb.
To deglaze, you can use a combination of port/lamb stock, red wine/lamb stock, or just port and/or red wine. Lamb stock can be purchased in powdered or concentrated form like other stocks, and you just add hot water to make the stock. You can reduce it with fresh herbs as well (bay leaves, rosemary, and thyme work best). Once the sauce finishes reducing, strain it from the mire poix into a sauce pan, then emulsify with unsalted butter and season to taste. It will have a "jus" like lighter consistency.
