How to Make It
In a mortar, gently pound the rosemary leaves with the 1/4 cup of olive oil to flavor the oil. Transfer the oil to a large bowl. Add the marrow bones and toss to coat. Season the bones with salt and pepper, cover with plastic wrap and refrigerate overnight.
Light a grill. When the coals are hot, rake them to one side. Wrap the marrow bones in foil in packets of 2 and arrange them on the grill opposite the coals. Cover and grill for about 20 minutes, until the marrow is warmed throughout and starting to sizzle. Carefully remove the bones from the foil and arrange them on a platter.
Brush the bread slices on both sides with olive oil and grill, turning once, until toasted, about 3 minutes. Rub the grilled bread with the rosemary sprigs and the cut halves of the lemon. Arrange the bread around the marrow bones and serve.