For marinade, stir together apple juice, lemon peel, lemon juice, honey, rosemary, garlic, salt, and pepper. Set aside.
Place lamb, boned side up, between two pieces of clear plastic wrap. Working from the center to the edges, pound lightly with a meat mallet to 1-inch thickness. Place in a shallow dish. Pour marinade over lamb. Cover and marinate in the refrigerator 4 to 24 hours. Drain lamb, reserving the marinade.
Place apples on an 18x24-inch piece of heavy foil. Sprinkle with 3 tablespoons of the reserved marinade. Bring up long edges of foil and, leaving a little space for steam expansion, seal tightly with a double fold. Fold short ends to seal.
Grill lamb and apples on an uncovered grill directly over medium coals for 15 minutes. Turn lamb and grill to desired doneness, allowing 15 to 25 minutes more for medium. Brush lamb often with marinade. Grill apples about 15 minutes more or until tender, turning foil packet frequently. Makes 8 servings.