3 sprigs each fresh rosermary, thyme, and sage, coarsely chopped*
Juice and finely grated peel of 1 orange
Preheat oven to 450 degrees F. Using a sharp knife, pierce lamb and insert the anchovy pieces and garlic slivers in the slits; season with salt and black pepper. Transfer to a small roasting pan filled with about 1 cup water.
In a medium bowl toss potatoes with 1 Tbsp. of the olive oil; scatter around lamb. In the same bowl toss zucchini with remaining olive oil; set aside. Cook 20 minutes. Remove pan from oven; add zucchini and herbs to roasting pan. Reduce heat to 350 degrees F. Return pan to oven; cook 1 to 1-1/2 hours more, spooning over pan juices occasionally, until temperature reaches 135 degrees F when tested with an instant-read thermometer. Remove pan from oven. Cover; let rest 10 minutes.
Transfer lamb and vegetables to a serving platter. Meanwhile, add orange juice and peel to juices in the roasting pan. Cook and stir over medium heat 3 to 4 minutes until liquid is reduced by half (about 1/2 cup). Sprinkle with white pepper to taste. Serve with sauce and orange wedges, if desired.