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Step 1
Preheat the oven to 425 degrees. With a small, sharp knife, make 12 incisions 2 inches deep into the fleshy side of the leg. Insert a piece of garlic, half an anchovy and a small sprig of rosemary into each incision. Push them in with your little finger.
Step 2
Cream the butter with the remaining anchovies and smear it all over the meat. Sprinkle the meat generously with black pepper, place in a roasting pan and pour the wine around it. Tuck in any leftover sprigs of rosemary and pour the lemon juice over the meat.
Step 3
Roast in the oven for 15 minutes; lower the oven temperature to 350 degrees and roast for 1 hour more, basting from time to time with the juices. (Cook slightly longer, depending on how well done you like your meat.) Let rest in a warm place for at least 15 minutes before carving.
Step 4
Meanwhile, taste the juices, adding salt as needed. (It should not need much because of the anchovies.) If the gravy is too thin, simmer it in a skillet to thicken. If you choose, garnish the slices of lamb with sprigs of watercress. Serve with gravy and mashed potatoes or creamed eggplant.