You do need boneless leg of lamb to make this dish. This allows you to unroll it and open it up, which is simply what a butterflied leg of lamb is. Once the leg of lamb is open in front of you, spread our flavorful garlic/lemon/anchovy seasoning mixture inside it. Then, the leg of lamb is rolled back up, tied firmly into shape with butcher twine and slathered with more seasoning mixture on the outside.