Rinse the lamb under cold running water, pat dry with kitchen paper and season.  Heat the oil in a frying pan until very hot and sear the lamb for 2 minutes until golden brown before transferring to a small dish ovenproof dish.  Cook in a preheated oven at 190ºC/375ºF/Gas5, for 10 minutes then remove and rest for 5 minutes before slicing.

Whilst the Lamb is in the oven, return the pan to the heat and add the anchovies, mustard and wine, simmering for about 3 minutes until reduced.  Stir before adding a little pepper, no salt is required as the anchovies provide enough.