Trim off any thick fat from lamb, leaving an overall thin coating of fat. With sharp thin knife, cut slits all over lamb; stuff a pinch of anchovies and a sliver of garlic into each slit, leaving some anchovies. Sprinkle fennel seeds, chili powder, caraway seeds, pepper and salt all over lamb.

Spread a little of the oil over bottom of roasting pan; place 4 of the rosemary sprigs and 2 of the lemon rind strips on it and place lamb over them. Arrange remaining rosemary and lemon rind strips on top of lamb; sprinkle evenly with remaining anchovies. Sprinkle with remaining oil and half of the lemon juice. Let sit 1 hour, occasionally spooning over juices collecting on bottom of pan.

Transfer to 325°F/160°C oven; roast, basting often with pan juices and remaining lemon juice after first 30 minutes in oven, until thermometer inserted in thickest part reads 125°F/52°C, about 1-1/2 hours in total.

Transfer lamb to serving platter; let sit for 10 to 15 minutes, keeping warm.

Meanwhile, skim most of the fat from pan juices. Place roasting pan over medium heat and stir in wine while scraping up brown bits with wooden spoon; bring to boil.

Carve lamb; spoon some of the pan juices over meat. Serve remaining pan juices on side.

Makes 6 to 8 servings.