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Help with lamb roast!

I have a small 2.5 lb lamb shoulder roast. I'm going to grill it. First....the net on it is quite small gauge, not like butchers twine( whichi do not have, so I can't rewrap), is this going to be fine left on? Or will it permanently imbed itself and make the outside inedible? Seems like I've had that happen before long ago, and I'm paranoid. Is this something I should cook medium rare and slice? Thanks!

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