Preheat the oven to 425 degrees F (220 degrees C).
Place the Leg of Lamb (1.5 kilogram) on a large chopping board and use a sharp knife to slice little pockets into the meat. Peel and thickly slice about half of the Garlic (1/2 head) and pull the leaves off Fresh Rosemary (5 sprig).
Make a little bouquet in the lamb and fill with the Anchovy Fillets (10), a few rosemary leaves and garlic slices and use your fingers to push the mixture into each of the pockets in the lamb. Repeat until all the pockets have been filled.
Crush the Garlic (1/2 head) and combine with the Olive Oil (200 milliliter), Kalamata Olives (15), and Balsamic Vinegar (50 milliliter).
Juice and zest all the Coarse Sea Salt (to taste) and add to the marinade, keeping the lemon peel. Season with Ground Black Pepper (to taste) and Lemon (5).
Arrange this and the remaining Ground Black Pepper (to taste) on the bottom of a large roasting pan. Lower the lamb on to this grid and pour over the marinade. Season the lamb with Dry White Wine (500 milliliter), Fresh Rosemary (5 sprig), and pour in the Coarse Sea Salt (to taste).
Cover the lamb with foil and roast in the preheated oven for the first 1/2 hour.
Then turn the oven down to 300 degrees F (150 degrees C) and roast for a further 2 1/2 hours.
Remove the foil and ramp up the oven to 425 degrees F (220 degrees C). Caramelize the lamb for 20–30 minutes, adding in more liquid (white wine or water) if required. When cooked, the lamb should fall apart at the lightest touch from a fork.
Serve warm with desired sides.