Keep the string on! The string is there to keep the shape of the meat, and cutting it will flatten out the leg. Since the actual meat of the leg is rather lean, lamb is prone to drying out quickly, so keeping it in shape is important. I make a paste of a bunch of spices and spoon them into the crevice and rub the remainder over the leg, and let the leg sit in a gallon freezer bag overnight. I use red wine, olive oil and full-fat yogurt as a base, and add oregano, mint, minced or powdered garlic, granulated onion (doesn't become a solid block like onion powder), salt, pepper, and maybe some lemon juice or zest, or some rosemary. Put the lamb in the smoker at 200 for two hours, and then increase the temp to 230 until the internal temp reaches 140-145. Let rest, and then cut away the string, slice up the meat and enjoy. Especially tasty with tzatziki sauce (the sour cream/yogurt/cucumber/dill sauce used for gyros).