Dry the lamb and hang or rest in a cool, dry place until the surface is dry to the touch. Trim and discard any excess flaps of fat. Make incisions all over the meat using a small sharp knife, creating small pockets about a knuckle deep. Stuff a garlic sliver and a piece of anchovy into each incision then season the surface well with pepper.
Heat the oil in a flameproof heavy-duty roasting tin and brown the lamb on all sides over a medium/high heat. Allow to cool.
Heat the oven to 220C/fan 200C/gas 7. Stretch a good length of kitchen string along the work surface and overlap the rosemary along the length of string. Smear the lamb with olive paste, then sit it on the rosemary at one end. Roll it up so that it’s completely encased in the rosemary and tie the string tightly to secure – think of a grass skirt. It doesn’t matter how roughly you do this – as long as the rosemary stays in place.
Return the lamb to the roasting tin, drizzle with a little olive oil and the lemon juice and place in the oven. Roast for 15 mins per 450g/1lb, plus 15 mins more, turning occasionally to cook evenly. Remove from the oven and rest the meat for one third of the time it took to cook. This ensures a perfectly pink result. Reserve the rosemary for garnish, carve and serve.