I always cook Soay in a covered roaster, with a good dash of red wine and maybe some water to keep it moist, and even a little olive oil poured over. I also use Herbes de Provence and maybe some rosemary sprinkled over. Soay is an extremely lean meat, so there is no fat to keep the meat moist which is perhaps why yours turned out dry/chewy. It should cook slowly until the meat is falling off the bone - or just falling for a shoulder. Was it a rolled shoulder or cooked flat? Really needs to be cooked rolled, again to prevent it drying, and can be stuffed with redcurrant jelly or the stuffing of your choice.
I am a very plain cook so I would serve it with gravy and mint sauce, veg and mash. Sally's recipe suggestions sound delicious if you prefer to put more effort into your cooking (I'm just lazy
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For chops and steaks you can cook it more quickly if you like the meat red, but any drop of visible blood in meat makes me retch so I cook chops slowly but thoroughly too. I do crisp up the outside just before serving, a very quick dash of high temp to make the outside tasty.