Wrapping lean cuts of meat in additional/other kinds of fat, the cheap and easily accessible wonderful pork product that is bacon comes to mind often, is a great way to ensure good moisture retention through a long session of oven roasting and add additional flavor.
Weaving the bacon into a lattice isn't necessary, but it helps hold everything together. To weave simply lay down strips of bacon parallel to each other, then lay own additional strips perpendicular to the first set of strips going under and over each strip as you weave across. Start on one side and it's really not too hard, especially with small lattice's.
As the roast cooks the fat renders out of the bacon and keeps everything nice and juicy. What's more, after the roast is done, if you're looking to make a sauce from the juice at the bottom of the roasting pan, you've got plenty of drippings to work with!
The leg lamb was absolutely delicious. My name is noahw, and I approve this cooking method.