1Place lamb in a shallow ceramic or glass casserole dish. Combine the marinade ingredients and pour over the lamb. Cover and refrigerate for 2-3 hours or overnight, turning lamb over once or twice during that time. Discard marinade.
2Preheat a hooded barbecue to medium heat. Cook lamb with hood closed turning it once or twice, about 10-15 minutes each side or until it reaches an internal temperature of 130-140°F in the thickest part. Remove from the grill and transfer to a plate. Cover loosely with foil and allow to rest for 10 minutes before slicing.
3While the lamb is resting, brush the vegetables with oil and grill until lightly browned and tender. Arrange on a large platter with the sliced lamb and pesto.
4To make the pesto, place the almonds, parsley, basil, oil and juice in a food processor and process to a coarse paste. Add the cheese and process just to combine.