M.D.
The best I think you could do is use decorator's icing to glue it with. Assuming you will be frosting the entire lamb anyway, it should not be noticeable. You can buy decorator icing at Hobby Lobby or Schwepees (and probably other places). I wouldn't use regular "in the can" grocery store icing as it is to soft and doesn't really harden. You can make decorator icing (I don't have a recipe on hand, but you could try allrecipes.com). Basically you want an icing that is more stiff.
Another idea would be to stick it together with toothpicks or wooden kabob skewers (depending on how bad it is). You might even be able to just stick it together without much of anything and then frost the outside of it to hold it together.
Good luck!