Preheat the oven to 200°C/gas mark 6. Make 6 deep slits in the lamb (you can cut all the way through if you wish). Cut the lemon into thin wedges and push a wedge into each hole with a sprig of the thyme. Reserve the remaining lemon.
Place the prepared lamb in a small roasting tin. Scatter the remaining lemon slices over the lamb. Season with black pepper and roast for 35 minutes. Cook the sweet potato fries according to pack instructions.
Remove the lamb from the oven and place in a square of foil. Scrunch the edges to form a foil rim. Roughly chop the olives and feta cheese. Scatter the olives and feta over the meat and place directly on the rack of a preheated barbecue.
Cook for a further 10 minutes, allowing the flames to sear the lamb. Serve with the fries and an extra squeeze of lemon juice.