Mix together butter, garlic, rosemary, anchovy and lemon zest in a small bowl.
With a small, sharp knife, make small incisions all over the lamb leg, season well with salt and pepper and rub the flavoured butter all over the joint.
Place cut onion and garlic halves into a tray in which the lamb fits snugly, cover with cling film and refrigerate overnight.
Allow the lamb to come to room temperature and preheat oven to 160°C.
Pour a cup of water into the tray, cover with a layer of baking paper followed by alfoil and roast for 4 hours, basting the meat every hour.
Increase the oven to 180°C and roast, uncovered, for a further 30 minutes.
Allow to rest, loosely covered with foil, for 20 minutes.
Portion the lamb with a fork (the meat will be fall-apart tender), doused with the buttery pan juices and with roasted baby carrots, broccolini and peas on the side.