After cutting into cubes, put the lamb in a heavy plastic storage bag. Mix the olive oil, liqueur, honey, Italian seasoning, garlic, cider vinegar, Creole mustard, and steak sauce, and pour the mixture into the bag with the lamb. Marinate the lamb at least three hours or overnight, refrigerated.
A half hour before you're ready to cook, add the mushrooms, onion, bell pepper, and celery to the marinating bag, making sure that everything is moistened by the marinade.
While the grill is heating up, remove everything from the bag (be careful with the vegetables). Reserve the marinade for the sauce. Skewer all the ingredients, alternating a chunk of meat with the vegetables. Season with coarsely-ground pepper and salt.
In a small saucepan, melt the butter and stir in the flour. Continue stirring over medium-low heat to make a light roux. Add the reserved marinade to the pan and bring to a simmer while whisking. Cook until the sauce is smooth and will coat a spoon.
Grill the lamb brochettes over the hottest part of the fire, turning frequently. About six minutes will do it medium rare; about ten for well done. (You can also cook the brochettes under the broiler.)
Remove the brochettes and spoon the sauce around them. Serve with rice or roasted potatoes. This also makes an interesting poor boy.
