Preheat the oven to 200C (400F).
For the stuffing, put the bacon in a non-stick frying pan and fry over medium heat until golden. Drain on paper towel and cool. Put the bacon and remaining ingredients in a bowl, season with salt and pepper and mix until well combined.
Remove the string from the lamb, unroll and lay it flat on a board, fat-side down. Press the stuffing along the centre of the meat. Roll the lamb up to enclose the stuffing and tie the roll with kitchen string at 4cm (1 1/2 inch) intervals.
Put the lamb in a large roasting tin, rub with oil and season with salt and pepper. Roast for 1 hours for medium, or until cooked to your liking. Cover the lamb with foil and leave it to stand for 15 minutes before carving.