Preheat the oven to 200°C, fan 180°C, gas 6. Using a small, sharp knife, make small incisions (just large enough to stick your finger into), about 3cm apart, all over the leg of lamb.
Bunch up the rosemary, garlic and anchovy into small bundles and, using a chopstick or skewer, push them into the slits. Continue until you have filled all the holes. Drizzle the top with a little oil from the anchovy tin and season well with freshly ground black pepper.
Put the lamb in a large roasting tin and roast for 25 minutes, then turn down the temperature to 180°C, fan 160°C, gas 4. Pour 200ml of the wine into the tin along with a splash of water and continue to roast for a further 1 hour 15 minutes, or 25 minutes per 450g for pink lamb; cook for a further 20 minutes if you prefer well done. Add a little more wine and water during cooking if the juices get low.
Remove the lamb from the oven and transfer to a platter. Cover with foil and rest somewhere warm for 15-20 minutes before carving.
Cook’s tip: make a delicious gravy with the pan juices. Put the roasting tin on the hob over a high heat. Scoop of any excess fat, add 200ml red wine, then allow to bubble for 5 minutes so the alcohol burns off. Add 600ml lamb or chicken stock and 1 tablespoon redcurrant jelly, and simmer for a few minutes. Strain through a sieve. Season with freshly ground black pepper to taste then pour into a gravy boat.