Preheat the oven to 425°F. With a small sharp knife, make about 12 incisions 2 inches deep in the fleshy side of the leg. Insert a piece of garlic, half an anchovy, and a small sprig of rosemary into each incision. Push all of them right in with your little finger.
Cream the butter with any remaining anchovies and smear it all over the surface of the meat. Grind over plenty of black pepper. Place the lamb in a roasting pan and pour the wine around. Tuck in any leftover sprigs of rosemary and pour over the lemon juice. Put in the oven and roast for 15 minutes.
Turn the oven temperature down to 350°F and roast the lamb for a further hour, or slightly more, depending on how well-done you like your meat. Baste from time to time with the winy juices. Take the meat out of the oven and leave to rest in a warm place for at least 15 minutes before carving.
Meanwhile, taste the juices and see if any salt is necessary—it shouldn’t be because of the anchovies. During the roasting process the wine should have reduced somewhat, and mingled with the meat juices and anchovy butter to make a delicious gravy. If you find it too thin, then a quick bubble on the burner should improve the consistency.
When it comes to good food smells, this is one of the best, because as you slice the lamb the waft of garlic, rosemary, and anchovy hits you head on. Once again, mashed potatoes are good with this.