What does the Korban Pesach signify?
The Mahral says it represents the separation of the Jews from Egyptian Culture: That means all the Laws involved are a separation of the Jews from their Egyptian neighbors. The Jews were so entrenched in that very same culture that they needed to be separated in an extreme fashion.This Korbon allowed them to be freed of Egypt and Egyptian culture.
First we take the thing which you consider a G-d and kill it, Then we wipe its blood on the doorposts for all the Egyptians to see. Here you are separating yourself in two ways. One by killing the Egyptian G-d, thereby separating yourself from it. Then one separates from the Egyptians themselves by having them see what you had done to their G-d by wiping its blood on the doorpost. Then there is an Law that we can not break its bones, so tomorrow the Egyptians will see what's left over of their so called G-d - a skeleton. The reason it required roasting and not cooking is because when something cooks it falls apart but when you roast it maintains its shape, and when you roast it has a pungent smell and all the Egyptians smell their G-d roasting on an open fire. This will separate the Jews from their Egyptian overlords once and for all.