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Preheat the oven to 450°F.
Arrange two racks in the oven, one in the middle and one near the bottom.
Rub lamb all over with 1 tablespoon of the oil, 1 teaspoon of the salt and 1/2 teaspoon of the pepper.
Arrange leeks in the bottom of a roasting pan and set lamb on top.
Scatter garlic and oregano over the lamb and leeks, and then squeeze lemon juice over lamb and toss lemon halves into the pan.
Cover the pan snugly with foil and roast for 30 minutes.
Reduce the oven temperature to 325°F and continue to roast, covered, for 1 1/2 hours.
On a large, rimmed baking sheet, toss cauliflower, potatoes, turnips and fennel with remaining 2 tablespoons oil, 1 teaspoon salt and 1/4 teaspoon pepper; cover snugly with foil.
Arrange on the bottom rack in the oven and roast until vegetables and lamb are both fork-tender, about 2 hours more. (Do your best not to peek often while they’re cooking, or you’ll let out precious steam.)
Transfer roasted vegetables to a large bowl, making sure to scrape up any browned bits.
Add milk and butter and mash until just slightly chunky; keep warm.
Discard oregano and lemon, and then shred lamb with a fork, discarding any bones or fat.
Roughly chop leeks, toss with lamb and transfer to a platter.
Serve with mashed vegetables on the side.