Preheat the oven 200°C.
Make the stuffing: put the onion, garlic, herbs, anchovies, lemon zest in a food processor and blitz to a coarse paste. Season with salt and pepper.
Pat-dry the lamb with kitchen paper and place it, skin-side down, on a board. Cut a "pocket" in the thick part of the meat, along the bone about halfway down (don’t cut all the way through!).
Put most of the stuffing into the pocket, then close it with meat skewer. Press any leftover stuffing into the underside of the meat.
Rub the lamb all over with oil and season well. Poke the meat with leftover rosemary needles then place in a roasting tin.
Roast for 20 minutes, then reduce the oven to 170°C and cook for about 60 minutes, more or less to your liking. Cover the lamb with foil if it browns too quickly. Halfway through add the wine.
Transfer the joint to a warm serving dish and cover with foil to keep warm, while you make the gravy from the meat juices.
Carve the lamb and serve with side dishes of your choice.