In a medium bowl, combine ancho chili powder, paprika, garlic powder, ground coriander, ground cumin, salt, pepper and oregano. Stir together well.
Rub the entire leg of lamb with the spice mixture evenly.
Add to a large dish and cover with plastic wrap.
Marinade for 3 hours or overnight in the refrigerator.
When ready to cook, heat grill or large grill pan. Grill lamb for 15 minutes per side until medium rare, or the internal temperature reaches 130 degrees.
Remove from heat. Let lamb rest for 15 minutes before slicing.
Combine ingredients for mint yogurt sauce in a small food processor or blender until smooth. Serve with sliced lamb.