Adjust oven rack to lower-third position and preheat oven to 275°F (135°C). In a small saucepan set over medium heat, heat olive oil until shimmering, about 3 minutes. Add garlic, shallot, anchovies, rosemary, lemon zest, and red pepper flakes. Cook, stirring occasionally, until shallots and garlic are softened, 3 to 5 minutes. Transfer to a small heatproof bowl. Stir in salt and pepper.

Rub half of the mixture inside butterflied lamb leg. Roll leg and, using butcher’s twine, tie securely at 1-inch intervals. Rub remaining mixture over exterior of lamb. Cook immediately or let rest uncovered in the refrigerator for up to 12 hours for best flavor and texture.

When ready to cook, place lamb, fat side up, on a wire rack set in a foil-lined rimmed baking sheet. Transfer to oven and roast until an instant-read thermometer inserted into thickest section of lamb registers 125°F to 130°F (52° to 54°C) for medium-rare, or 130°F to 135°F for medium (54° to 57°C), 2 ½ to 3 hours. Remove from oven and let rest, uncovered, for 40 minutes.

While lamb is resting, increase oven temperature to 500°F (260°C). Return lamb to oven and roast until exterior is deep brown and crisp, about 15 minutes. Remove from oven and let rest 5 minutes. Remove twine with kitchen shears, transfer lamb to cutting board, slice into ¼ inch slices, and serve.