On Holy Saturday you can buy your lamb at the macelleria (butcher). This year we just got ours at the SMA in the basement of the Lombard College.
At the church your parish priest can then bless it. In the Roman Ritual we see blessings for lamb, bread, beer, oil, eggs, wine, etc. In the photo we see the benedictio agni. In this way your whole Easter lunch/dinner is then sanctified in a special manner and this is a witness to your kids and guests, too. It's what we do every year!