Baby lamb leg - possible to slow roast?
Welcome! I think you are pretty much on track with your ideas. However, I would choose to braise with stock rather than "roast".

I would recommend seasoning to your liking and then brush with a light olive oil. Sear on the stove top in the same pan you are going to put in the oven. 
(Enameled cast iron works well for this, if you have it.)

When browned, add stock to come up 1/2 to 2/3 of the way up the legs. (I use veal or beef.) Cover and place in pre-heated oven. I think the time and temp you planned on using (250°F for approx 90 mins) should work okay, although I usually go a little higher, around 300°F. 

I would recommend checking the legs after an hour in the oven. Then check every 20 minutes or so until they reach your desired doneness. This method should give you falling-off-the-bone, melt-in-your-mouth-tender baby lamb.