Metaphorically speaking, what does it mean to lead a lamb to the slaughter? Given this, who is the lamb being led to the slaughter in the story and...

The title "Lamb to the Slaughter" is both a biblical allusion and a double (or triple) entendre. A lamb being led to a place where it will be slaughtered goes along without resistance because it is so young and ignorant. The biblical allusion is to Isaiah 53:7 in the Old Testament:

He was oppressed, and he was afflicted, yet he opened not his mouth: he is brought as a lamb to the slaughter, and as a sheep before her shearers is dumb, so he openeth not his mouth.

Mary Maloney behaves like a lamb up to the point where she succumbs to her pent-up rage and "slaughters" her husband Patrick with the leg of lamb she happens to be holding. 

Patrick might be compared to a lamb being slaughtered because he has his back turned to Mary and never knows what hit him.

The leg of lamb itself is a lamb going to the slaughter, since it slaughters Patrick.

So the title is intentionally ambiguous and subject to multiple interpretations, while the allusion to Isaiah 53:7 is appropriate in a humorous way because of the three ways in which it applies. Mary is like a lamb. She uses a lamb to kill her husband. Patrick is totally unsuspecting, like a lamb, because he never would suspect that his meek, devoted wife would be capable of such violence. Furthermore, since he has his back turned to her, he doesn't even know she is holding a big piece of frozen meat that could become a lethal blunt instrument.

The title is very appropriate because the whole plot is about how a woman kills her husband with a frozen leg of lamb and then gets rid of the murder weapon by cooking it and feeding it to the police officers who are investigating her husband's murder. It is the lamb that makes the story unique.