How to Make It
Preheat the oven to 400°. In a medium bowl, mix the vegetable oil with the garlic, rosemary, oregano and 2 tablespoons of the dill. Poke the lamb all over with a small, sharp knife, then season generously with salt and pepper. Rub the garlic-herb mixture all over the lamb and set it on a large rimmed baking sheet.
Roast the lamb for about 1 hour and 30 minutes, until an instant-read thermometer inserted in the thickest part of the meat registers 140°. Transfer the lamb to a carving board and let rest for 30 minutes.
Meanwhile, on the baking sheet, toss the carrots with the leeks, fennel, onion and olive oil and season with salt and pepper. Spread the vegetables in an even layer. Roast for 30 to 35 minutes, until crisp-tender and browned in spots. Using a slotted spoon, transfer the vegetables to a platter and tent with foil.
Scrape any oil and juices from the baking sheet into a small saucepan. Add the stock, wine and 1 tablespoon of the lemon juice and bring to a boil. Simmer over moderate heat until reduced to 1 cup, 5 to 7 minutes.
In a medium bowl, beat the eggs with the remaining 2 tablespoons of lemon juice and a pinch of salt. Very gradually whisk in 1/4 cup of the reduced stock, then gradually whisk in the rest. Pour the mixture back into the saucepan and cook over low heat, stirring constantly, until thickened, 3 to 5 minutes. Stir in the remaining 2 tablespoons of dill and season the sauce with salt and pepper. Carve the lamb and serve with the vegetables and sauce.