Marinade: In a small bowl, mix together 60ml freshly-squeezed lemon juice, 120ml olive oil, one teaspoon zaatar mix and three cloves of garlic, crushed and minced. Season the trimmed leg of lamb with salt and pepper, to taste, and put it into a resealable plastic bag. Pour in the marinade and seal the bag. Refrigerate and let sit as long as you can, even overnight.
Light the grill, putting the coals all on one side.
Stuffing: Put the remaining garlic cloves in a food processor and pulse until coarsely chopped. Add the feta and pulse just to break it up, then slowly drizzle in just enough olive oil so the consistency is just barely creamy but not too loose (about 60ml), stopping to scrape down the sides. Add the blanched spinach, one tablespoon of the za'atar spice mix, one tablespoon of lemon juice, one teaspoon of salt and a little black pepper, and mix until blended but still a little chunky.
Take the lamb out of the marinade and pat it dry with paper towels. Sprinkle the inside with lemon zest and fresh thyme, then add a layer of arugula leaves. Carefully spread stuffing over the inside of leg, being careful not to spread it all the way to the edge. Grab the end closest to you and slowly roll the leg up. Tie well with butchers twine. Liberally sprinkle the outside of the lamb with shawarma spice.
Put the lamb directly over the coals on the hot side of the grill and sear it quickly, until the outside develops a nice crust, maybe two minutes per side. Then move the lamb away from the coals, cover the grill and let it cook for 45 minutes or so, checking after 30 minutes and turning several times. When the lamb is done, take it off the grill, put it on a cutting board and let it rest for about ten minutes. To serve, cut in 4cm thick slices, and arrange on a serving platter, making sure to remove any pieces of twine.