"My Nana owned several restaurants in the New York area in the mid-1900's and this was one of her favorites. We always serve it at Easter. When the lamb is done, you can make a gravy with the juices by adding flour and water and boiling until thickened."
Preheat the oven to 300 degrees F (150 degrees C).
Remove the skin and fat from the leg of lamb, and season with salt. Poke a knife into the meat and insert slivers of garlic in the holes.
Heat the oil in a large skillet over medium-high heat. Place the leg of lamb in the hot skillet and cook until browned all over the outside, turning as needed. Transfer to a large roasting pan. Arrange slices of lemon over the roast and secure with toothpicks.
In a small saucepan, combine the water, butter and Worcestershire sauce; bring to a boil. Pour the sauce over the meat and then cover the roasting pan with aluminum foil.
Roast for 2 1/2 hours in the preheated oven, basting every 30 minutes. Remove the aluminum foil and lemon slices and discard. Continue to roast for an additional 30 minutes, or until the internal temperature of the lamb reaches at least 145 degrees F (68 degrees C). Remove from the oven, and cover loosely with aluminum foil. Allow it to rest for 15 to 20 minutes before carving.