I have some frozen lamb bones that I want to make a lamb stock with. The recipe I'm using roasts the bones in the oven before making the stock - is it necessary to thaw the bones before roasting them, or can they be roasted straight from the freezer?
It isn't necessary to even thaw bones before tossing them in the water, so long as you're cooking long enough.
With that said, to roast first and then toss in the stock, the goal is to get some browning going (I'm assuming your recipe says to roast at a relatively high temp like 400) to add some flavor, much like browning the meat at the bottom of a pot for a stew. Tossing them in the oven at 400 degrees for about 30-45 minutes will brown them for you and you're not too worried about getting the insides cooked (the core reason to why people don't try to roast frozen meat).
Stocks in general is as far from an exact thing as any recipe can go. There was this interesting article talking about all the differences in schools... http://www.sfgate.com/food/article/STOCK-TIPS-3237449.php#page-1
So in conclusion... it isn't necessary. If you're a stickler for recipes or you're trying to duplicate something as close as you can, thaw the bones.