Place olive oil, rosemary and garlic in a large zip-top bag or non-reactive dish. Add lamb, turn to coat, and leave 30 mins to marinate and come to room temperature. When ready to cook, drain excess marinade and season both sides with a good pinch of salt.
Preheat a barbecue to high. Cook lamb for 15 mins, then flip and cook a further 10 mins, or until cooked to your liking. Transfer lamb to a serving platter, cover with foil and rest 10 mins.
While the lamb is cooking, prepare the salad. Gently smash cucumbers with the back of a knife, then roughly chop and transfer to a bowl with the chickpeas, red onion and roasted red capsicum. Add oil, vinegar and oregano and stir well. Spoon cucumber salad over rocket leaves. Serve sliced lamb with salad and tzatziki.