1.Using a sharp knife, pierce lamb all over and place in a large bowl. Rub combined paprika, juice, oil and garlic all over lamb, pressing into cuts. Cover; refrigerate 3 hours or overnight.
2.Preheat oven to 200ºC.
3.Pour stock into a large shallow baking dish. Place lamb on oiled wire rack over dish and drizzle with any remaining paprika mixture. Roast, uncovered, 30 minutes, brushing lamb occasionally with pan juices. Reduce oven to 180ºC; roast, uncovered, about 1¼ hours or until lamb is cooked as desired. Cover lamb; stand 20 minutes.
4.Meanwhile, to make caponata, heat half the oil in large saucepan. Cook eggplant until browned all over. Remove from pan. Heat remaining oil in same pan and stir onion, until soft. Add garlic, celery and capsicum; continue stirring over heat until vegetables soften. Stir in capers, vinegar, tomato, eggplant and half the basil. Cover and cook over low heat about 15 minutes or until mixture thickens slightly. Stir remaining basil and pine nuts into caponata just before serving.
5.Serve sliced lamb with caponata, sprinkled with combined rind and thyme.
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