Pat pork dry. Score well with sharp knife. Combine parsley, onion, peel, basil and garlic in small bowl. Whisk in 1/2 cup oil. Rub into pork. Wrap in foil and refrigerate overnight.
Let pork stand at room temperature 1 hour before roasting. Preheat oven to 350 deg. Brush pork with remaining 3 tablespoons olive oil. Set on rack in shallow pan. Roast until meat thermometer inserted in thickest part of meat registers 170 deg., about 2 1/2 hours. Set meat aside. Degrease pan juices. Blend Sherry into pan juices. Cook over low heat 2 minutes. Pour into sauce boat. Transfer pork to platter. Garnish with fresh parsley and lemon slices. Pass sauce separately.