Combine harissa, orange zest, orange juice, ½ tsp salt, and 1 Tbsp olive oil in a large zip-top bag or shallow dish. Add lamb and turn to coat. Set aside to come to room temperature. When ready to cook, drain excess marinade.
Roughly chop zucchini and capsicum into bite-sized pieces, cut mushrooms in half. Toss vegetables with 2 Tbsp oil, season with a good pinch of salt and pepper.
Preheat bbq to high. Cook lamb for 15 min – fat side down. Flip and cook a further 10 min, or until cooked to your liking. Transfer lamb to a serving platter, cover with foil and rest 10 min.
On a bbq flat plate, or a skillet over medium-high heat, cook veggies 5 – 6 min until golden and tender. Transfer to a serving plate and sprinkle over olives.
Thinly slice lamb and serve with grilled veggies, orange segments, and rocket.
Tips
For a milder marinade, substitute half the harissa with tomato paste.
For a stronger flavour, refrigerate lamb and marinate overnight.