Decent cuts of lamb are definitely one of the good things about being in London! In Italy, versions of Lamb appear fairly often on restaurant menus, but it's rarely to be found on the butcher's counter - and when it is, it tends to be as cutlets, and never in the hearty trencherman's-fare form of whole legs or shoulders. For a dish like this, I have to wait until we're back in the UK.
In fact, the combination of lamb and anchovy seems to be thoroughly french - I can specifically recall versions from both Albert Roux and Paula Wolfert (who took hers in turn from Lucien Vanel) - and it isn't a million miles distant from Julia Child's recipe for Lamb Mentonnais. Anyway, whatever the provenance, the dish is delicious, and the smell that pervades the house beforehand as it cooks is almost as sublime!
Ingredients: one boned half-shoulder of lamb (not difficult to do yourself, or else have it boned by your butcher); 6 Anchovy fillets; half a teaspoon of dried Thyme; 2 cloves of Garlic, peeled and minced; 3 tablespoons of Olive Oil; Salt & Pepper; one and a half cups of good stock (veal, duck or chicken will do perfectly); half a cup of white Vermouth; 1 tablespoon of Dijon Mustard; one third of a cup of Cream.
1. On the work surface, open the boned Lamb out to make as close to a rectangle as you can; carefully trim off as much of the fat as possible and dispose of it.
2. Chop the Anchovies finely and combine in a small bowl with dried Thyme, minced Garlic, and Oil. Add half a teaspoon of Salt, and mix altogether. Spread half of this mixture over the Lamb, and then roll and tie it tightly with string before spreading the rest of the Anchovy mixture over the outside.
4. In a small pan, combine the Stock and Vermouth, bring to the boil and then reduce to an 'enthusiastic' simmer. Stir in the mustard and Cream, and continue to simmer as you roast the Lamb. (The sauce wants to be reduced to a coating consistency, and there should be about half a cup when finished - enough for a spoonful over each serving of Lamb).
5. Heat the oven to 240 degrees C, and roast the Lamb for about twenty five minutes (if you like it on the pink side, as I do - for 'medium' lamb, roast for a further ten minutes), and then remove from the oven to rest for ten or fifteen minutes before serving. If serving onto hot plates, then the Lamb can be left to rest in the open; if the plates aren't likely to be very hot, then 'rest' the meat in a warm oven.
6. Serve a couple of slices of Lamb per serving, along with a spoonful of sauce.