How to Make It
In a food processor, pulse the mint with the parsley, garlic and crushed red pepper until finely chopped. Add 1/4 cup plus 2 tablespoons of the olive oil and process to a coarse paste. Add the Parmesan and lemon zest and pulse to combine. Season with salt and pepper.
Spread the lamb on a cutting board and, using a paring knife, poke the meat all over on both sides. Using your fingers, work 1/3 cup of the mint pesto into the slashes and crevices. Season the lamb generously with salt and pepper and transfer to a roasting pan. Cover and refrigerate overnight.
Meanwhile, transfer the remaining mint pesto to a bowl and stir in the feta and remaining 1/2 cup of olive oil. Season with salt and pepper and refrigerate.
Light a grill. Bring the marinated lamb to room temperature, about 1 hour, then brush it all over with olive oil. Season generously with salt and pepper and grill the lamb over a medium-high fire, turning occasionally, for about 20 minutes, or until an instant-read thermometer inserted into the thickest part registers 125° (150° in the thinnest part). Transfer the lamb to a cutting board and let it rest for 10 minutes. Thinly slice the lamb and serve with the feta salsa.
A butterflied (cut so it's flattened) leg of lamb cooks faster and more consistently than a leg left as a very thick piece. If you're not sure how to butterfly, ask your butcher to do it for you.