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Preheat the oven to 180C/350F/Gas 4.
Place the leg of lamb on a clean work surface or chopping board. With a long, thin, sharp knife, make lots of incisions all over the meat. Insert the anchovies, garlic cloves and rosemary together deep into the incisions leaving a little out. Rub the Dijon mustard all over the lamb and season with salt and pepper, rubbing well in.
In a bowl, mix together the parmesan, chopped rosemary and breadcrumbs. Carefully sprinkle over the top and side of the lamb and press well with your hands so the meat is well covered and the crumbs don't fall off.
Carefully place the meat in a roasting tin on top of your vegetable trivet of carrot, onion, celery and garlic. Pour in the wine and stock on the side of the tin (not on the meat). Cover with foil and place in the preheated oven for about two and a half hours, which will give you a medium- to well-cooked lamb. Cook for less time if you prefer your lamb pink.
For the last 10 minutes of cooking time, remove the foil and increase the heat to 200C/390F/Gas 6 and roast until the topping goes golden and crispy, but be careful not to burn.
Remove from the oven, drain and remove from the roasting tin and allow to rest.
Make a gravy using the juices in the roasting tin and add gravy paste if required rather than corn flour. Serve with the lamb.
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