The Biblical meaning of "lamb to the slaughter" means that someone or some animal (lamb) is unaware of the slaughter he/she/it is being led to. More broadly, it means that someone or something does not know of an upcoming disaster.
As Mary's husband informs her of his intention to leave her, we get the impression that she is the "lamb." Given the description of how devoted she is to him, she is completely unprepared for this news. She is, therefore, behaving like a lamb led to a slaughter (in this case, a divorce). It is ironic (unexpected) then, that her husband becomes the second lamb. He could not have foreseen his wife reacting this way by killing him. Then the police and detectives arrive. They are also lambs. They do not consider Mary to be a suspect. They are led, by Mary, away from the truth of the crime.
These policemen and detectives are led like lambs (without knowing beforehand or realizing it at the time) to take part in eating the evidence. It is also ironic that they are led by the initial lamb (Mary) of the story. The fascinating thing about the ironic twists (situational irony) in this story is that they are based upon a series of "lambs."
Dahl also uses verbal irony in one respect and that has to do with the leg of lamb itself. Verbal irony is when the speaker says one thing but means something else. Most readers will see the title "lamb to the slaughter" and suppose it is figurative. And this figurative use of "lamb to the slaughter" applies to Mary, her husband, and the detectives. But using an actual leg of "lamb" gives an additional verbal irony in that the police and detectives are literally led to the slaughter of a lamb. Dahl gives us a title that we probably suppose is figurative. It is figurative, when applied to Mary, her husband, and the detectives. But it is also literal because it actually involves a slaughtered lamb.