About 4 hours before you want to serve, get the leg of lamb ready and put it in the oven; Preheat the oven to 350 degrees, dust the inside of the baking bag with flour, put in the large onion as a layer of chunks and put the leg of lamb in on top of that. Sprinkle the lamb with salt and pepper and close the bag. Poke some holes in the top of the bag. If you wish, stick a meat thermometer into the thickest part of the roast, right through the bag so you can read the dial: 160 to 190 degrees covers the range from moderately rare to well done. About 40 minutes before serving time, get the lentils going. Heat the oil in a saucepan and cook the chopped onion until soft and golden. Add the lentils, beef broth, water, bay leaf, salt and pepper. Simmer for about 30 minutes, or until the lentils are tender. Fish out the bay leaf and add the green onions and the parsley. Mix well, and as you are serving, stir in one third cup of pan gravy from the roast, with as little fat as possible.