Preheat oven to 425°. Allow butter to come to room temperature. Using a food processor or mortar and pestle, mix ⅔ of the anchovies, rosemary leaves, and garlic cloves into a chunky paste. Separately, mix the remaining anchovies and butter into a paste.
Using a sharp knife, make a dozen or more incisions, about 2" deep through the fat portion that covers the roast. This will be the top of the roast. Press the anchovy/rosemary/garlic paste into the incisions. Then rub the anchovy/butter paste all over the outside of the roast. Season with freshly ground black pepper.
Place the lamb on a rack in a roasting pan or dutch oven, with the fat side up, and squeeze a lemon halves all over it. Pour the wine into the roasting pan. Roast for 15 minutes at 425°, then reduce to 350° and roast, basting every 20 minutes or so, for 25 minutes per pound of meat until a meat thermometer reads 130°-135° internal temperature.
Remove roast from the oven and let rest on a rack for 15 minutes, tented with foil.
While the roast is resting, spoon off the fat from the drippings, then transfer to a saucepan, over medium heat, and simmer the liquid, whisking in more wine to taste.
Carve and serve with au jus. Garnish with rosemary sprigs.