Dice the lamb meat into 4cm/1% inch cubes. Cut the fat into slices the same height as the cubed lamb. Cut the lemons and onions into segments of the same size. Place on skewers in this order: onion, fat, meat, lemon, onion, fat, meat, lemon. Marinate in olive oil and dried thyme for about an hour. Place on a barbecue and cook, turning, until the meat is sealed on all sides, then season with salt and pepper.
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