Smear the leg of lamb with butter. Wrap it with the caul fat. Cover with foil and let it sit for about 30 min. to take in the aromas from the spices.
Put the leg of lamb in a buttered oven dish. Add 2 cups of water. Cover the oven dish with aluminum foil and tuck the edges inside.
Bake for about 3 hours in a moderate oven until the meat begins to fall off the bone.