Special equipment: kitchen twine
Preheat the oven to 400 degrees F.
Combine the breadcrumbs, walnuts, mushrooms, garlic, shallot and arugula in a food processor and process briefly until evenly combined. Add the 2 tablespoons olive oil, 1 teaspoon salt and 1/2 teaspoon pepper; pulse a few times. The mixture should be slightly moist and hold together in a ball when squeezed. If it doesn't hold together, add another tablespoon of oil and pulse again. Transfer to a bowl.
Lay the lamb flat, boned-side up, on a large work surface. Spread evenly with the stuffing and then roll up tightly. Tie with kitchen twine at 1-inch intervals to hold together securely. Place in a roasting pan.
In a small bowl, combine the rosemary and remaining 3 tablespoons olive oil; spread over the surface of the rolled lamb. Sprinkle generously with salt and pepper. Pour 1/2 cup of the wine over the leg.
Roast, pouring another 1/2 cup of the wine over the lamb every 20 minutes, until browned and an instant thermometer registers 140 to 145 degrees F in the thickest part of the lamb, about 1 hour 20 minutes. Cover with foil and let rest for 15 minutes before carving.
To serve, remove the string and slice 1-inch thick. Top with a drizzle of the jus from the roasting pan.
I like to serve this with mashed potatoes and a colorful vegetable like broccoli or carrots.