I have cooked lamb shoulder and lamb in general a lot of ways.
I have never smoked a shoulder, though.
I don't think it would benefit from the high internal temps of a pork shoulder. I would never have thought of pulling it. It is a more tender meat than a pork shoulder, although certainly not the most tender meat on the lamb.
If you have good lamb, it is slaughtered below one year of age and possibly well below one year. It should not be that gamey unless you have mutton.
Having said that, the shoulder is fatter than most other cuts, and any gamey flavor can concentrate in the fat.
I would think about smoking it to a lower temp than pork shoulder and slicing it?
I use the shoulder in stews or cut into lower cost chops. Lamb can be pricey, if you haven't noticed.
No substitute for lamb to give you that wonder full and satisfied feeling after a good meal tho? Makes me want that snifter of brandy and a pillow!
Smoke it and let us know what you think?
Good luck and good smoking.