I would do the sear / smoke in the Weber and then oven bag it for the remainder. If it is not oven bagged but cooked in a covered dish keep the temp low as even with liquid around it like wine the water in the meat can still be driven out leaving a dry roast. If meat has some sub-cu fat then that melts and seals and prevents water leaving the meat. Because venny is very lean there is not this moisture trapping mechanism. The oven bag retains moisture because of positive pressure.
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