Nicely brown the lamb in a pan with oil and then slowcook it in the oven is perfect for such delicate meat, just take your time to do this.
At a 250°F oventemperature I would use a meat thermometer to get to a 58°C/135°F inner temperature for a nice not too pink meat.
Personnally I like to set my oven at 180°C/350°C to cook a gigot in the oven; it takes less time to cook and it will get your meat more crisp on the outside.
Remember that lamb is a little bland naturally. Add some more pepper and salt than usual just after searing it.
I mostly punch small holes in the meat before cooking and push a few whole cloves of garlic in some holes and sprigs of thyme or rosemary in other holes. If you don't like to do this, just add a lot of unpeeled garlic in the oven tray and some sprigs of thyme and rosemary. Turn the lamb halfway cookingtime in the oven! When the lamb is done, you simply push the garlic out of the peel. Mash it a little and add to your sauce or cookingjus. The harsh garlictaste will now be nice and sweet and acceptably garlicky for anyone. Really good!
Also, after it's done, put it on a cuttingboard and cover with doublefolded aluminiumfoil to keep it warm. You can put it like that in the open oven while the oven is slowly cooling. Resting lamb at least 5 minutes (10 minutes is better) is so essential! The natural juices will spread nicely in the meat and prevent the meat from bleeding, which is not a nice view in a plate.