Trim any excess fat from the lamb. Using a small sharp knife cut 24 deep slits all over the lamb. Cut half of the anchovy fillets finely, reserving remaining fillets and oil.
Combine Leggo’s Tomato Paste, chopped anchovy fillets, balsamic vinegar and black pepper. Using your hands, massage a little of the mixture into each of the slits in the lamb. Press a sliver of garlic into each of the cuts. Finally, spread the remaining mixture all over the outside of the lamb and cover with remaining anchovy fillets.
Lay 3 long pieces of string in a row about 6cm apart and arrange 4-6 long stems of rosemary on top of the string. Place the lamb onto the rosemary and string. Arrange 4-6 pieces of rosemary on top of lamb and tie up with the string in three places. Place the lamb into a greased baking dish and drizzle liberally with the anchovy oil. Cover with aluminium foil.
Bake in a preheated oven at 150°C for 3 hours and 30 minutes. Remove the foil and increase oven temperature to 200°C and cook for a further 30 minutes. When cooked, remove from oven, wrap in aluminium foil and set aside to rest for 15 minutes before carving.