The phrase "A lamb to the slaughter" refers to lambs who are slaughtered for their meat. The also used to be slaughtered so their skins could be made into particularly good gloves.
The lamb is young, ignorant, and weak. If he is treated well he will not fear people; if he feels threatened he will likely freeze -- lie down and hold still so as to escape detection. So it is very easy to slaughter a lamb. A lamb has no weapons, so he can't possibly hurt you.
Mary Maloney starts off as a lamb: she is in a warm, comfortable, loving environment; all her needs are met; and she is secure and content.
Then her husband threatens to destroy her ideal world. Suddenly the situation is turned upside down: the former lamb becomes a very efficient predator. To preserve her pleasant life she kills her husband, without malice, anger, or even regret -- and, by the author's sense of humor, with a frozen leg of lamb. She very efficiently conceals her tracks, again not allowing emotion to interfere with her actions. Again by the author's humor she causes the police to eat the murder weapon; of course the last thing they say in the story is that the muder weapon is probably right under their noses, and they are quite correct.
I think the main idea is that even a lamb like Mrs. Maloney can turn deadly when threatened. Note that the Mrs. Maloney at the start of the story is very different from the lady at the end. She is now capable of most anything, and it's hard to predict how her life will go in the future.
In my opinion, the main idea in this story is that people have depths to them that are not always apparent. We never know what a person will be like (or what we will be like) until we are put to the test.
I think we can see this very clearly in the character of Mary. At the start of the story, she is a complete pushover. She seems to be so docile and inert. She lives only to do things for her husband, it seems.
But then look what happens once she is put to the test. When that happens, she turns into someone completely new. She beccomes aggressive and even (if you look at her in a bad light) scheming.
This shows us that people who are forced into tough situations can respond in unexpected ways.