Step 1: Strip the leaves off 2 rosemary sprigs. Finely chop the leaves of 1 sprig. Set aside the remainder of the bunch of rosemary.
Step 2: Using the tip of a sharp, slender knife, make a series of 1/2-inch deep holes in the lamb, mostly in the sheath of fat on top, but also on the sides and bottom. The holes should be about 1 inch apart. Insert the garlic, olives, and whole rosemary leaves in the holes, one flavoring per hole.
Step 3: Spray the leg of lamb on all sides with the oil. Combine the salt, herbes de provence, peppercorns, and chopped rosemary leaves and sprinkle them all over the lamb, patting them on with your fingertips.
Step 4: Set up the grill for indirect grilling and preheat to medium. If using a charcoal grill, place a drip pan in the center. If using a gas grill, place all the wood chips, if desired, in the smoker box or in a smoker pouch and preheat on high until you see smoke, then reduce the heat to medium.
Step 5: When ready to cook, if using a charcoal grill, toss half of the wood chips, if desired, on the coals. Place the lamb on the hot grate, away from the heat, and cover the grill. Grill until cooked to taste, 1-1/2 to 2 hours for medium-rare. Every 30 minutes, baste the leg of lamb with oil, using the remaining rosemary sprigs as a basting brush. To test for doneness, insert an instant-read meat thermometer into the thickest part of the leg, but not touching the bone; the internal temperature will be about 125 degrees F for rare, 145 degrees F for medium-rare; and 160 degrees F for medium. If using a charcoal grill, you’ll need to add 12 fresh coals and 1/2 cup wood chips to each side after 1 hour of grilling.
Step 6: Transfer the lamb to a cutting board, let rest for 10 minutes, then carve and serve.