- Remove lamb leg from the packaging. Dab to dry with clean paper towels. With a sharp boning knife, gently score fat side and liberally season entire leg with kosher salt and pepper.
- Let sit overnight uncovered on a sheet pan in the refrigerator.
- Add all ingredients of “Anchoiade Sauce” together in a blender. Puree for 10 seconds. Leave at room temperature before serving.
- Pre heat the oven to 375 degrees F.
- Transfer lamb to a roasting pan lined with carrots. Place into oven and cook to your desired doneness, about 1 3/4 to 2 hours. Do not overcook the lamb, the flavor is best if meat is still slightly pink. Let rest at least 10 minutes before carving. Serve lamb slices with carrots and Anchoiade sauce.