Preheat the oven to 220°C.
Untie and unroll the joint onto a chopping board, season with salt and pepper.
Mince two cloves of garlic. Mix the feta with this, the chopped parsley & mint leaves and half of the thyme leaves. Grate zest of the lemon into the mixture, add some ground peppercorns and 1 Tbsp of the oil. Mix to a smooth paste.
Spread the paste onto the lamb, up to 1cm of the edges. Then roll up the meat carefully and secure it with string (like you do with ham).
Make several incisions all over the meat. Peel and slice the other two cloves of garlic and prod these into the cuts.
Place the lamb in a roasting tray and rub it with olive oil. Season with salt and pepper, sprinkle the remaining thyme leaves all over. Squeeze the juice of the lemon over the lamb and pour the wine in the tray.
Bake for 20 minutes, then lower the temperature to 180°C. Cook for for about 60 minutes then rest (covered) for 15 minutes before serving.