Preheat the oven to 350 degrees F. Line a roasting pan with aluminum foil and spray with cooking spray.
Score the top and sides of the ham with a small sharp knife in a crisscross pattern.
Put the ham in the prepared pan, flat-side down, and pour the wine or water into the bottom of the pan. Tent loosely with foil and bake until a thermometer inserted into the center of the ham registers 140 degrees F, about 2 hours.
Combine the preserves, horseradish sauce, brown sugar, cinnamon, cumin, 1/4 teaspoon salt and the lemon juice in a small saucepan and bring to a boil over medium heat. Cook until the glaze is slightly thickened, 2 to 3 minutes.
Remove from the heat and stir in the lemon zest; let cool.
Add more lemon juice to taste, if needed.
Remove the ham from the oven, uncover and brush with about 1/4 cup of the glaze.
Bake, uncovered, 20 more minutes, brushing the ham with another 1/4 cup glaze halfway through.
Remove from the oven, brush with more glaze and transfer to a cutting board.