In a food processor or blender, add the rosemary, garlic, balsamic and soy. Pulse several times to combine, then add the black pepper and the lime juice. Pulse, then stir in the lime zest.
Trim the fat and sinew from the lamb leg. Put it in a resealable gallon plastic bag and pour in the in the marinade. Refrigerate for 12 to 24 hours. Strain and reserve the marinade.
Preheat the oven or indirect grill to 325 degrees F.
With kitchen twine, tie the leg into an evenly shaped roast. Weave the bacon strips into the kitchen twine, along with the rosemary. Put the lamb into a roasting pan and pour in the marinade. Roast for approximately 25 minutes per pound for medium-rare, about 1 hour 40 minutes. Internal temperature should register 145 to 155 degrees F on an instant-read thermometer when done. Baste occasionally with the pan juices.
Remove the lamb from the oven when desired internal temperature is reached. Remove the lamb from pan to a cutting board and let rest lightly covered for 10 to 15 minutes.
While the lamb is resting, remove the fat from the roasting pan, put it over high heat and slowly incorporate the chicken stock. Strain and adjust seasonings, to taste. Return to the heat and reduce for 5 minutes, then stir in the butter and vermouth. Pour into a serving bowl. Slice the lamb and arrange it on a serving platter. Serve the sauce with the lamb.
145 degrees F for medium-rare, 160 degrees F for medium, 170 degrees F for well-done.)