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1
Preheat the oven to 375.
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2
In a food processor, combine the anchovies with the garlic, thyme, rosemary, orange zest and olive oil and process to a smooth paste.
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3
Season with salt and pepper.
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4
Using a small paring knife, make 1 1/2-inch-deep slits all over the lamb.
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5
Spread the herb paste all over the lamb, working it into the slits; season the lamb with salt and pepper.
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6
On a large sheet of plastic wrap or wax paper, overlap the pancetta slices to form a 12-by-15-inch rectangle.
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7
Set the lamb on the pancetta and wrap the plastic around the leg, pressing to help the pancetta adhere.
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8
Peel off the plastic and reposition any slices of pancetta.
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9
Using 7 or 8 long pieces of kitchen string, tie the roast at 1-inch intervals.
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10
Set the lamb in a roasting pan and scatter the onion, carrot and celery around it.
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11
Roast for about 2 1/4 hours, or until the pancetta is golden and an instant-read thermometer inserted in the thickest part of the meat registers 140.
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12
Transfer the lamb to a cutting board and let rest for 20 minutes.
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13
Meanwhile, set the roasting pan over high heat.
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14
Add the wine and bring to a boil, scraping up any browned bits from the bottom of the pan.
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15
Strain the wine into a small saucepan and simmer until reduced to 1 cup, about 20 minutes.
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16
Skim the fat from the sauce and transfer to a gravy boat.
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17
Remove the kitchen string from the lamb and thinly slice the meat.
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18
Serve at once with the sauce.
