Blend together the lemon juice, parsley, rosemary, anchovies, and red wine vinegar, until a fine marinade forms. After blending add in the olive oil and stir to combine.
Place the lamb fillet portions into a small bowl and cover in half of the marinade (retaining the other half for later).
Leave to marinate at least 2 hours, or overnight.
Once ready to cook, heat a heavy pan on a high heat. Season the lamb with salt and pepper, and oil the pan. Place the lamb into the pan (there should be a loud sizzle), and press it down with the back of a spatula. Cook until well browned and flip, repeat on this side. Depending on the size of the pieces will depend on cooking time. This cut of meat is slightly tougher than fillet, and so I like it cooked a little further. Put a pot lid over the lamb once flipped onto the second side and lower the heat to cook to your liking. I left it for 4-5 minutes and it came out medium, which was perfect for me.
Let rest for 5 minutes, and serve alongside the remaining marinade.