- Make the vinaigrette: In a medium bowl, combine first four ingredients. Add vinegar, lemon juice, and olive juice, and let stand about 10 minutes. Add oregano and whisk in oil. Stir in feta. Store in refrigerator while your proceed with the rest of the recipe. Can be made up to a week ahead.
- Make the mop: In a small bowl, combine first three ingredients.
- Make the lamb: Preheat oven to 375 degrees. In a small bowl, mix spices together and then spread on baking sheet and toast in oven until fragrant, about 5 minutes. Cool, and then grind in a spice mill or coffee grinder until fine. Season lamb liberally with salt and then coat completely with spice mixture.
- Prepare a grill by building a hot bed of charcoal on one side of grill. Heat to 300 to 325 degrees. Cook lamb over very low heat away from coals for about 3 hours, basting every 30 minutes with rosemary dipped in mop. When internal temperature reaches 120 degrees, place lamb closer to heat to slightly char on the outside. Remove from heat when internal temperature reaches 130 degrees. Tent with foil and rest for about 30 minutes before carving.
- Make the panzanella: In large bowl, combine bread, olives, and pepperoncini. Liberally dress with feta vinaigrette and let stand a few minutes to let the bread soak up the dressing. Add vegetables (hold off on any leafy greens until the last minute) and toss. Right before serving, fold in leafy greens, if using, and herbs.