For the dry rub, mix all ingredients in a small bowl. Pat lamb dry with paper towels and rub the herb mixture all over the lamb.
Preheat the BBQ to high heat and char the capsicum 15-20 mins, turning every 5 minutes until skin blackens. Remove from BBQ and place in a bowl covered by a plastic bag to sweat off the skin. Once cool peel the charred skin off and slice into small chunks.
Grill the asparagus and onion for 2-3 minutes until just tender and lightly charred. Cool the vegetables and chop roughly. Place into a bowl with the olives, parsley and feta cheese. Dress the salsa with olive oil, balsamic and lemon juice and toss through.
With your BBQ on high heat, sear the lamb for 5 mins on each side. Reduce the heat to medium and cook for a further 15 to 20 minutes with the hood down.
Once cooked to your liking, remove from heat and rest lamb for 8 to 10 minutes in a warm place.
To serve, slice the lamb 2cm thick and serve with salsa. Garnish by sprinkling some herbs over the meat.
The ideal internal temperatures for lamb are 62°C for medium rare, 65°C for medium, 70°C for medium well and 75°C for well done.