Cook bacon in a large skillet until crisp; remove bacon, reserving2 tablespoons drippings. Crumble bacon. Combine bacon, onion, breadcrumbs, milk, lemon rind, lemon juice, parsley, thyme, salt and pepper, stirring until blended. Stuff mixture in cavity of leg of lamb, and tie securely with heavy string at 2- to 3- inch intervals. Sprinkle with pepper over all sides. Pour reserved bacon drippings into a shallow baking pan, and place lamb in pan. Bake at 350 degrees F for 2 hours or until meat thermometer registers 160 degrees. Let stand 20 minutes before carving. Pour excess fat into a small saucepan. Add chicken broth and wine. Bring to a boil; reduce heat, and simmer until mixture is reduced by half. Serve wine sauce and Onion Sauce with lamb. Yield: 8 to 10 servings. Onion Sauce: Saute onions in butter until tender. Add flour, stirring until smooth. Cook 1 minute, stirring constantly. Reduce heat to medium; gradually add milk, and cook, stirring constantly, until mixture is thickened and bubbly. Stir in remaining ingredients. Yield: about 2 cups.