How to Make It
Preheat the oven to 450°. In a food processor, combine the anchovies, garlic, lemon zest, marjoram and pepper and pulse until finely chopped. Add the olives and pulse until finely chopped. With the machine on, add the olive oil and process to a coarse paste.
Place a rack in a roasting pan and set the lamb on top. Slather the lamb with the olive paste and roast on the lowest rack of the oven for 20 minutes. Reduce the temperature to 350° and roast the lamb for about 1 hour and 10 minutes longer, until an instant-read thermometer inserted into the thickest part of the meat registers 125°. Let rest 15 minutes before carving. Pour any accumulated juices into a bowl and serve with the lamb.