In a spice grinder, crush the coriander and the cumin.
In a small bowl, combine the harissa, lemon juice, olive oil, garlic, coriander and cumin - into a thick paste.
Season the lamb with salt and pepper and then smear both sides of the meat with the harissa marinade paste. Cover and marinate for an hour or two.
While the lamb is marinating, make the yogurt sauce. Combine in a medium bowl, the yogurt, cucumber, mint, and the preserved lemon. Season with salt and pepper. Cover and refrigerate until needed.
Before cooking, let the meat come back to room temperature. Cut the meat to fit easily onto the grill. Grill each piece of meat for five minutes per side until the lamb is charred with grill marks. Remove the meat to a plate to rest and continue with the other pieces of meat. The meat should still feel mostly raw at it's thickest point. The harder the meat is, the more it's cooked through.
Heat oven to 350 degrees F. Place the grilled lamb on a rimmed baking sheet covered in foil and place in the oven and roast until the lamb is medium rare. Check it after about 10 minutes, but it will probably take between 15 and 30 minutes. Remove the meat from the oven and let rest for about 10 to 15 minutes. Serve with yogurt sauce and a side dish of couscous.