Preheat the oven to 180°C, 160°C fan, gas mark 4. Heat the olive oil in a large frying pan, and fry the onions, carrot and celery with the anchovies over a medium heat for 8-10 minutes until softened. Remove from the pan and set aside.
Add the lamb mince to the same pan and fry over a medium heat until browned, then add the vegetables back to the pan. Add the dried thyme, Worcester sauce and tomato purée and cook for a further couple of minutes. Sprinkle over the flour and cook, stirring well, for a couple of minutes before adding the stock. Leave to simmer for around 20 minutes until the sauce has reduced.
Meanwhile, boil the potatoes until tender, drain and mash with the milk. Season with black pepper.
When the sauce has reduced, pour the mince into a 1.5 litre pie dish. Smooth the mashed potato over the top and then rough it up with a fork to create a textured topping. Bake in the oven for 25-30 minutes or until golden.