Rinse lamb and pat dry. Peel garlic and squeeze through the garlic press. Mix olive oil in a bowl with 1 tablespoon thyme and season with salt, pepper and lemon juice. Brush lamb with thyme mixture.
Crumble cheese and mix in a bowl with 1 tablespoon thyme, place in the pocket (where bone was) and tie lamb with kitchen string. Preheat oven to 175°C (approximately 350°F). Heat remaining olive oil marinade and lamb stock in a large roasting pan, add lamb and cook for 1 1/2-2 hours. Mix mustard in a bowl with 2 tablespoons olive oil and brush over lamb. Cook for another 30 minutes.
Rinse zucchini, trim and chop and add to the roasting pan 20-30 minutes before end of cooking time.
Remove lamb from the oven, wrap in aluminum foil and let rest for 10 minutes. Pour roasting juices through a sieve. Before serving, cut lamb into slices and serve with zucchini and roasting juices.