Preheat the oven to 300°F. Rest the lamb at room temperature for 30 minutes and pat dry. Season liberally on all sides with salt, white pepper, and piment d’Espelette. Heat the olive oil in a roasting pan over high heat. Sear the leg on all sides until browned, about 12 minutes total. Reduce the heat to medium and add the butter, garlic cloves with skin, sage, and bay leaf. Roast, turning and basting the leg often with the butter, especially in areas that don’t touch the pan directly, about 5 minutes total.