Dry the lamb well until its surface is dry to the touch and trim off and discard any excess fat. Make incisions all over the meat using a small sharp knife, creating small pockets about knuckle deep.
Stuff a garlic sliver and a piece of anchovy into each incision, then season the surface well with pepper. Heat half of the oil in a flameproof heavy-duty baking pan and brown the lamb on all sides over a medium/high heat. Allow to cool.
Preheat the oven to 200°C/400°F/ Gas Mark 7. Stretch a good length of kitchen string along the work surface and overlap the branches of rosemary along the length of the string. Smear the lamb with the olive paste and place 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. It doesn?t matter how crudely you do this as long as the rosemary stays in place.
Return the lamb to the baking pan, drizzle with the remaining oil and the lemon juice and place in the oven. Roast for 15 minutes per 500g (1 lb 2 oz) plus 15 minutes more, turning occasionally to cook evenly. Remove from the oven and rest the meat for one-third of the time it took to cook. Reserve the rosemary for garnish, carve and serve.