Peel the zest away from the lemon in long strips with a peeler. Place into a pestle and mortar with the garlic, bay and oregano. Give it a bash to split the garlic and bruise the zest and herbs. Transfer to a shallow tray and squeeze in the juice of the lemon and add 2 tablespoons of oil. Take the lamb leg and pierce 6-8 deep cuts with a sharp knife. Lay it in the tray and rub the marinade all over the leg, working it into the cuts you have made. Leave it to marinade for at least an hour, preferably overnight (in the fridge).
When you are ready to cook, preheat your oven to 170˚C fan/Gas 3. Lay a generous strip of baking parchment into a large deep roasting tray - you want enough overhanging each side to be able to bring it back over the top to make a parcel. Throw the onions, potatoes, peppers and tomatoes into the tray. Add a few tablespoons of olive oil, a generous seasoning of salt and pepper and mix together well. Season the lamb leg with salt and pepper on all sides and sit it directly on top of the veg. Scrape all of the marinade into the tray too. Tip in the stock and bring the baking parchment up and over the top to make a clumsy parcel. Cover with a tight layer of foil.
Transfer to the open and bake for 3 hours, or until completely tender. Remove the foil and fold back the parchment. Crank the oven up to 200˚C fan/Gas 6 and cook for a final 20-30 minutes, or until the meat has browned nicely. Serve the veg in shallow bowls with slices of the tender meat and some of the flavourful liquid from the tray. A garnish of crumble feta cheese and herbs is optional but fitting.