01 - Set oven to 425°F (220°C).
02 - Pat the leg of lamb dry with paper towels. Using a small sharp knife, make several deep slits across the surface of the lamb.
03 - Combine anchovy fillets, minced garlic, rosemary, thyme, black pepper, lemon zest, and olive oil in a small bowl to form a coarse paste.
04 - Rub the anchovy-rosemary mixture thoroughly all over the lamb, working it into the slits and evenly massaging it into the exterior.
05 - Sprinkle the lamb evenly with coarse sea salt.
06 - Place the lamb on a rack set inside a large roasting pan. Pour the white wine and low-sodium stock into the base of the pan.
07 - Roast the lamb for 20 minutes at 425°F (220°C), then reduce the oven temperature to 350°F (180°C). Continue roasting for an additional 1 hour and 10 minutes, or until the internal temperature reaches 135°F (57°C) for medium-rare.
08 - Transfer the lamb to a cutting board, tent loosely with foil, and allow to rest for 20 minutes before carving.
09 - Skim any excess fat from the roasting pan juices and simmer over medium heat until slightly reduced. Serve alongside lamb slices.