Trim any fat and membranous tissue pieces from exterior lamb.
Slice garlic and shallots into 1/4 inch thick pieces. Poke small pockets throughout surface of lamb with a knife, just big enough to stuff garlic and shallot pieces in. Along with the garlic and shallots, insert rock salt into pockets, spreading equally throughout the lamb.
Combine thyme, rosemary, pepper, and oil and massage onto surface of lamb.
Preheat barbeque/grill to high heat and let warm up with lid closed for at least 10 minutes. Lay a drip pan between the burners and set grill in position.
Lay lamb on grill, above drip pan, but not exactly over the fire. Close lid on barbeque and release all vents. Cook lamb between 1 hour and 10 minutes and 1 hour and 30 minutes, depending on desired doneness. A thermometer stuck in the thickest portion of the lamb should read at least 125 degrees F.
Move meat from heat to a serving dish and let rest for at least 10 minutes. Slice into equal portions and season to taste.