Lightly score the lamb skin with a sharp knife, then generously rub with olive oil, sea salt and freshly ground black pepper.
Grind the lemon rind, garlic, rosemary, anchovies and a little sea salt with a mortar and pestle. Rub this mixture into the lamb leg.
Place the onion, carrot and celery chunks in a roasting pan, then sit the leg of lamb on top of them. Roast for 45 minutes or until the skin turns nice and brown. Turn the lamb over and add the wine to the pan. Reduce the heat to 160ºC and cook for 1 hour for medium rare, basting frequently.
Turn the oven off, leaving the lamb in the oven (door closed).
Remove the lamb from the oven and carve.
Use the juice left at the bottom of the pan to make a gravy.
To make the gravy: remove the vegetables using a slotted spoon (draining the juices) and discard. Place the pan on a hob, or stove top cooker on high heat. Bring the juices to the boil. Add the butter, and whisk it in to the reducing sauce (the butter adds a richness and shine to the gravy). Continue whisking, then when the sauce starts to thicken, sample and add seasoning as desired. Serve with the carved meat.