Preheat the oven to 200°C fan.
Season the leg of lamb with the salt and pepper and drizzle with a little olive oil.
Scatter the onion, carrot and garlic into a large roasting tray and place the seasoned leg of lamb on top.
Roast in the oven for 30 minutes.
Reduce the heat of the oven to 170°C, baste the lamb with the fat and juices in the bottom of the roasting tray and continue to cook for a further 40 minutes.
Remove the lamb from the oven and leave to rest covered loosely with tin foil for 30 minutes.
While the lamb is resting you can make the herb crust.
Using a large food processor, pulse together the breadcrumbs, garlic, salt and pepper, parsley, thyme and rosemary until you have brilliant green herby breadcrumbs. Set these to one side until your lamb has finished resting for the full 30 minutes.
Once the lamb has rested, place it onto a separate roasting tray and using a pastry brush, evenly coat the rested leg of lamb with the softened Saint Agur Blue Cheese. Then carefully scatter over the green herby breadcrumbs until you have an even coating, pressing gently to help the breadcrumbs to stick to the lamb.
Place the lamb back in the oven and continue to cook for a final 30 minutes.
While the lamb is finishing cooking, you can make a simple lamb jus using the roasting tray with the now caramelised onion, carrot and garlic.
Add the hot water to the roasting tray and with a wooden spoon, scrape all the caramelised juices from the inside of the pan.
Pour this into a medium sized saucepan and bring to a gentle simmer for 5 minutes.
Skim off any excess fat that rises to the surface.
You can save this fat and use it the next time you are cooking lamb instead of using olive oil. You can store in the fridge in an airtight container for up to a month.
Stir in the diluted arrowroot or cornflour and bring back to a simmer to allow it to thicken.
Taste and adjust the seasoning if required. Keep warm and strain into a gravy boat when you are ready to serve.
Remove the lamb from the oven and leave to rest for at least 15 -20 minutes before you carve. You can leave it for up to 30-40 minutes which is enough time to organise your vegetables and sides to serve alongside it.