The Grantham Asda Roundabout is 'known' as the only roundabout in Grantham, there are others but maybe it is because it is in the centre.

If you are turning right (the bridge is on the left and Asda is on the right) it is best to be in the middle lane to get into the left lane on the 3rd exit.

If you go into the right lane on approach it can be very hard to get into the left lane on the 3rd exit, if this happens go round the roundabout again.

I have demonstrated this with the red dots.