If time allows, salt the lamb with the kosher salt the night before and refrigerate uncovered for 8–24 hours as a dry brine. Pat dry before continuing.
Bring the lamb to near room temperature, about 45 minutes before roasting.
In a small bowl, mash the garlic and anchovy into a paste with a fork. Mix in the Dijon mustard, rosemary, thyme, lemon zest, olive oil, and black pepper until combined.
Rub the paste over every surface of the lamb, including any folds. If boneless and butterflied, roll into a compact shape and tie with kitchen twine every 1–2 inches.
Preheat the oven to 300°F. Scatter the onion, carrots, and bay leaves in a roasting pan, set a rack on top, and place the lamb on the rack, fat-side up. Pour the wine into the pan around the vegetables.
Roast at 300°F for about 90 minutes, until the internal temperature reaches 120°F at the thickest part.
Remove the lamb and increase the oven temperature to 450°F. Once fully preheated, return the lamb and roast for 10–15 minutes, until the crust is deep golden-brown and internal temperature reaches 125°F (for a finished medium-rare).
Transfer to a cutting board, tent loosely with foil, and rest for 20 minutes.
Strain the pan drippings and vegetables into a saucepan, pressing to extract liquid; discard solids. Simmer 5 minutes and season with salt to taste.
Remove the twine, slice the lamb against the grain into thick pieces, and serve with the warm jus spooned over top.