Sefer Hachinuch - Mitzva 13
We were commanded to eat the Paschal lamb roasted because this is the way of kings and princes, as roasted meat is delicious and preferable, but the rest of the nation usually eats their meat cooked because they cannot afford much and this way it is more filling. But surely the Paschal lamb which is to remember that we left Egypt and became a ‘kingdom of priests’ and a ‘holy people’ is deserving to be eaten in a way of freedom and nobility.
Also, roasting—which is faster than cooking—reminds us of the haste with which we left Egypt, and had no time to wait for the meat to cook.
Daas Zekainim Exodus 12:9
Rabbi Avraham Ibn Ezra explains: To slaughter the lamb was considered sacrilege for the Egyptians, and some might not wait to roast it fully, lest the Egyptians notice [what they are doing], therefore the Torah says, ‘Do not eat it raw.’ Some might try to cook it concealed in a covered pot, therefore the Torah continues ‘[Do not eat it raw] or cooked in water.’ They may attempt to cut it into smaller pieces making it unrecognizable, therefore the Torah says, ‘it must be roasted whole, its head, legs, and innards.’
Shmos Rabbah Chapter 15:12
It is written ‘And on this night, they shall eat the flesh, roasted over the fire’ this is because of Avrohom who was saved from the furnace of fire.
Maharal - Gevuros Hashem, Chapter 36
We were commanded to eat it ‘roasted over the fire its head with its legs and with its innards’, because as already explained this sacrifice was commanded to us by the Holy One Blessed Be He to demonstrate His Oneness in the world, and therefore it had to roasted whole, head, legs and innards, representing unity.
That is also why we were commanded to eat it roasted, because cooked meat separates into parts in cooking, whereas meat that is roasted becomes more solid and unified. That is also why G-d commanded not to eat it raw and not fully roasted because only when properly roasted does all the moisture leave and the meat becomes compact and hard.
Likewise, we were commanded to slaughter the Pesach in afternoon which is a unique time, neither part of the day that has passed nor part of the night, and because the time period is unique it is fitting for a sacrifice for the One Who is Unique.
Koheles Rabba 1:13
Rabbi Yudan said in the name of Rabbi Eivu, a man does not die having satisfied even half of his cravings; he who has 100, wants to make from them 200; he who has 200 wants to make from them 400.
Talmud Berachos 64a
R. Chiya bar Ashi said in the name of Rav: The righteous sages have no rest, not in This World and not in the World to Come, as it is written, ‘They go from strength to strength; he will appear to G-d in Zion.’ (Psalms 84:8)
Koheles Rabba Chapter 6:6
‘And the soul will not be satisfied’ This comparable to a peasant who married a princess. Even if he brings here everything in the world, it is insignificant for her, because she is a princess. So too the soul, even if you bring her all the delicacies in the world, they are naught for her, because she comes from on high...
Lubavitcher Rebbe - Reshimos Volume 37
The Paschal sacrifice had to specifically roasted in fire, because whatever level one attains in spirituality will lead him to crave to attain even higher, because holiness is infinite and ‘the righteous know of no rest’. This causes the transcendence of ‘vessels’ [and is symbolized by roasting in fire] because fire is always ascending. However, cooking is in water, which by nature always descends...
