Space 5 pieces of twine under lamb roll and tie them firmly, starting at outside and working in. Tie roll lengthwise with remaining piece of twine. In a roasting pan set over 2 burners, heat oil over high heat. Add lamb roll and sear all over, about 6 minutes in all. Transfer lamb to a rack and set down in the roasting pan. Roast until brown and tender and an instant read thermometer reads 140 degrees F for medium rare, about 1 hour to 1 hour and 15 minutes, basting occasionally. Remove from oven and let sit, covered loosely with foil, 10 minutes. To serve, discard strings, slice in 12 pieces and serve