Preheat oven to 375ºF. Leaving the leg of lamb in its mesh netting or string, blot it dry with paper towels. Turn the leg fat side up. Peel 2 cloves of the garlic and slice into slivers. Using a sharp knife, poke shallow holes into the lamb and insert garlic slivers. Turning the knife after inserting it will make putting the garlic slivers in place easier. Evenly space them; you want about 20 or so slivers overall.
Season the lamb generously with salt and pepper on both sides. Mince the remaining clove of garlic. In a small bowl mix the Dijon mustard, olive oil, garlic, rosemary and thyme. Using your hands, spread it all over the lamb.
Place the leg of lamb on a rack in a roasting pan, fat (and garlic slivers) side up. Place in the oven. NOTE: Set the oven rack so that the lamb is centered vertically in the oven, so it will cook evenly.
Roast lamb to desired doneness. For medium-rare, check at about 1 hour 15 minutes, but you will likely need about 1-1/2 hours. Internal temperature (with an instant read thermometer inserted well into the roast) should be about 130 – 135ºF. For medium, you want 140 – 145ºF; for well done, 150 – 155ºF.
Remove lamb from oven and let rest 10 minutes. Cut away the netting or string, then carve and serve.