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Step 1
Place lamb in a large disposable foil roasting pan. Pierce lamb deeply all over with a sharp knife; push chorizo and garlic into cuts.
Step 2
Combine paprika, oil and sherry in a bowl; rub mixture all over lamb. Cover; refrigerate for 3 hours or overnight, turning lamb occasionally in the marinade.
Step 3
Preheat a covered barbecue with all burners on low and hood closed until temperature reaches 240°C (or follow manufacturer’s instructions).
Step 4
Drain lamb; discard marinade. Sprinkle with thyme. Place lamb in centre of barbecue; turn burners off underneath lamb, leaving other burners on low. Cook with the hood closed for 25 minutes (for rare) or until cooked as desired. Cover; rest for 15 minutes before carving.