Rub the lamb all over with salt, pepper and a little olive oil. Place in a roasting dish and roast for 20 minutes.
Add half the wine and cook for a further 20 minutes. Add the remaining wine, onions, olives, garlic and anchovies, cover with foil and continue roasting for 1 hour 10 minutes.
Stir in the peas and roast for 10 minutes. Remove the foil and roast for a further 10 minutes.
Remove from the oven and leave to rest for 5 minutes. Put the lamb on a board, carve and serve with the vegetables and juices.