Buy your lamb ready boned then trim away any excess fat. Finely chop the mushrooms and celery and place in a bowl. Grate (shred) the rind from the lemon (you can retain the inside for any recipe that requires lemon juice) and place it in the same bowl, along with the cottage cheese, rosemary, salt and freshly-ground pepper. Mix this stuffing well.
Lay the lamb on a flat surface and spread the stuffing all over, to within ½" (1cm) of the edges. Roll up the meat and tie with thin string, securing any loose meat with meat skewers. Place this on a rack in a roasting pan and cover with aluminium foil. Cook in a preheated cool oven (Mk 2 - 300ºF - 150ºC) for 3 hours.