The overarching literary device Dahl uses in the story is pun. A pun is a word or phrases that has two or more applicable meanings at the same time.
The title—and the most important act in the story—is a triple pun. "Lamb to the slaughter" is a phrase that means an innocent is being sacrificed for the needs of another. In this case, Mary is that lamb. Heavily pregnant and a devoted wife, her needs are being sacrificed to her husband's desire for a divorce. Mary is the one who is going to have to suffer because of his decision, and she has done nothing (as far as we know) to deserve this fate.
Yet the title of the story, lamb to the slaughter, is also literal. A leg of lamb is literally the weapon Mary uses to slaughter her husband. Much of the story turns on the police being unable to imagine this as they calmly eat the murder weapon she has cooked.
Finally, Mary is not only the lamb taken to be slaughtered, she is the lamb or innocent who goes "to the slaughter" of her husband.
(The entire section contains 3 answers and 871 words.)