How does Roald Dahl present the theme of deception in "Lamb to the slaughter" ?

Deception is an important theme in "Lamb To the Slaughter." The transformation of Mary from a meek, submissive housewife to a devious killer is testament to this. Dahl plays with established gender roles in deceiving us on what to expect as the story unfolds. It is not just Mary's husband and the investigating police officers being played here.
Dahl uses symbolism to convey deception. The leg of lamb is a symbol of cozy, respectable domesticity, the perfect touch to a civilized meal. But, in Mary's hands, it turns into a brutal murder weapon:

Without any pause she swung the big frozen lamb high in the air and brought it down as hard as she could on the back of his head. She might just as well have hit him with a steel club.

We are rather surprised that someone as timid and unassuming as Mary should prove herself such a ruthless killer. We're even more surprised at how expertly she goes about covering up the evidence of her crime. It is astonishing just how well she manages to convince herself that someone else has murdered her husband:

she ran over to him, knelt down beside him, and began to cry her heart out. It wasn’t easy. No acting was necessary. A few minutes later she got up and went to the phone. She knew the number of the police station, and when the man on the other end answered, she cried to him, “Quick! Come quick! Patrick’s dead!” 

We fully expect her to go to pieces, running around like a headless chicken, not knowing what to do. But, not for the first time, she surprises us, and once again, we find ourselves thoroughly deceived.
When the police arrive, Mary acts out the role of traumatized hausfrau to perfection. The officers are every bit as taken in by Mary's mousy appearance as us. Mary's demeanor does not appear to have changed, but there has been a subtle shift in power relations. Now, it's the men, the male police officers, who are fussing over her, expressing sympathy, listening to her, even bringing her drinks. And to top it all off, they sit down to dinner and eat the murder weapon.
This is the ultimate act of deception. To the untrained eye, Mary is still the housewife she always was; but there's a crucial difference. Where before the role of submissive woman existed purely for the benefit of her husband, now she has appropriated it for herself to serve her own individual needs.