For the aioli: Put the chopped rosemary into a little saucepan with 3 tablespoons of oil and warm gently for 2 or 3 minutes, careful not to burn. Keep aside
Put the egg yolks into a bowl with the mustard, salt, and the white wine vinegar and add the crushed garlic.
Put the oil into a measuring cup. Take a whisk in one hand and the oil in the other and drip the oil onto the egg yolks, drop by drop, whisking at the same time. Within a minute you will notice that the mixture is beginning to thicken. When this happens you can add the oil a little faster, but don't get too cheeky or it will suddenly curdle because the egg yolks can only absorb the oil at a certain pace. Taste and add a little more seasoning and vinegar, if necessar.
If the mayonnaise curdles it will suddenly become quite thin, and if left sitting the oil will start to float to the top of the sauce. If this happens you can quite easily rectify the situation by putting another egg yolk or 1 to 2 tablespoons plus 1 to 2 teaspoons of boiling water into a clean bowl. Then whisk in the curdled mayonnaise, a half teaspoon at a time, until it emulsifies again.
Chop the membrillo and warm gently in a little saucepan until it melts. Cool and add to the mayonnaise with the rosemary and oil. Taste and correct seasoning.
For the lamb:
Preheat the oven to 425 degrees F/220 degrees C/gas mark 7. Score the skin of the lamb, you may like to insert a few tiny sprigs of rosemary and slivers of garlic here and there on the skin side. Season with salt and freshly ground pepper
Roast for 25 to 30 minutes, depending on the age of the lamb and the degree of doneness required.
Allow to rest for 5 to 10 minutes. Carve, allowing 2 to 3 cutlets per person, depending on size.
Garnish with a sprig of rosemary and serve with the Rosemary and Membrillo Aioli.