Step 1Combine the oil, garlic, rosemary, thyme, bay leaves, 1 teaspoon salt and pepper to taste in a mini-processor or small bowl.
Step 2Use the point of a small sharp knife to pierce the meat deeply and push a small amount of seasoned oil into the openings with your finger, repeating over the entire surface of both sides of the lamb. Rub any remaining mixture over the surface. Place the lamb in a large plastic food bag and marinate the lamb between 6 and 8 hours in the refrigerator. Bring to room temperature before grilling.
Step 3Wipe the grill with a wad of paper towel dipped in vegetable oil. Heat the grill at least 1/2 hour before grilling. When ready to grill, sprinkle the surface of the lamb with 1/2 teaspoon of salt and pepper to taste.
Step 4Grill the lamb over medium-high heat until cooked as desired, turning a few times and basting with the wine after the meat is seared, about 12 to 15 minutes per side for thicker parts to be rare, depending on thickness, and a meat thermometer reaches 125 to 130 degrees. Transfer the meat to a platter and insert the tip of a knife into the thickest part to determine doneness.
Step 5Once done as desired, let the lamb rest on a warm platter, covered with foil, for 10 minutes. Cut the lamb across the grain at a slight angle into thin slices. Spoon the juices over the top. Lightly sprinkle the cut surface with salt and pepper. Garnish the platter with rosemary sprigs. Serve hot, warm or cool.