01 - Set oven temperature to 425°F (220°C).
02 - Pat leg of lamb dry with paper towels. Make several deep slits across the surface using a sharp knife.
03 - Combine anchovy fillets, minced garlic, rosemary, thyme, black pepper, lemon zest, and olive oil in a small bowl to create a coarse paste.
04 - Rub the anchovy-rosemary paste thoroughly over the lamb, working it into the slits and massaging evenly over the surface.
05 - Sprinkle coarse sea salt evenly over the lamb.
06 - Place lamb on a rack in a large roasting pan. Pour white wine and chicken stock into the bottom of the pan.
07 - Roast lamb in preheated oven at 425°F (220°C) for 20 minutes.
08 - Lower oven temperature to 350°F (180°C) and roast for an additional 1 hour 10 minutes, or until the internal temperature reaches 135°F (57°C) for medium-rare doneness.
09 - Remove lamb from oven, transfer to a cutting board, tent with foil, and let rest for 20 minutes to allow juices to redistribute.
10 - Skim excess fat from pan juices and simmer over medium heat to reduce slightly if desired. Serve alongside carved lamb.