Preheat oven to 350F.
Season the lamb leg with salt and pepper. Place the leg in a roasting pan and add the olive oil, rosemary, and garlic. Cover the pan with foil and roast for 30 minutes. Remove the foil and cook for an additional 15-20 minutes, turning the lamb leg every 5 minutes. Remove the lamb and let it rest for 10 minutes.
Meanwhile, make the salsa verde. Bring 3 quarts of water to a boil and add 2 tablespoons of salt. Set up an ice bath nearby. Blanch the parsley, basil, and mint for 30 seconds, then remove them from the boiling water and immediately submerge in the ice bath. When the herbs have cooled, remove them from the ice bath and squeeze completely dry. Place parsley, mint, basil, capers, anchovy paste, mustard, salt and pepper in a food processer. Purée then slowly emulsify with the olive oil. Remove from the food processer and whisk in lemon juice by hand. Season with salt and pepper, to taste.
Slice the lamb into ½-inch pieces, place on a serving plate, and drizzle with the salsa verde. Serve immediately with your favorite spring vegetables.