Pre-heat a hooded barbecue to 200°C. Combine oil, spices, lemon juice, garlic and seasoning. Place lamb in a roasting dish or foil tray and rub well all over with the mixture. Roll up and secure with cooking string, tying at intervals. Place onto the barbecue and turn off the burner directly under the lamb. Replace lid and cook for for 25 minutes per 500g for medium, or until cooked to your liking. Allow to sit covered for 15 minutes prior to slicing.
Using a mandolin, finely slice zucchini and toss with the oil and lemon juice. Set aside for 15 minutes. Add feta, mint and pinenuts to zucchini just prior to serving. Season well.
Remove string from lamb and slice. Skim any fat from pan juices and drizzle sliced lamb with the remaining juices. Serve lamb with salad and additional lemon zest and parsley.