Lean cuts such as leg loin and steaks are perfectly fine. Legs of roast lamb just need to have the visible fat removed before you eat it - you know sometimes you'll get a bit seam of fat running through a joint? Just don't eat that - There are recipes on SW for lamb shanks and as long as you trim all visible fat off it's considered free.
SW isn't a completely fat free diet and a little bit of fat won't hurt - as long as you're not eating massive legs of lamb everyday!
You're goal isn't to go completely fat free. I don't see where you have a problem simple removing as much as you can and enjoying. You're post title made me hungry, lol.