1. Remove the lamb from the fridge 1 hr before cooking to allow it to come to room temperature. Preheat your oven to 160°C/Fan 140°C/Gas 3.
2. Peel the onions and thinly slice them. Peel the garlic cloves and crush or finely chop. Finely chop the rosemary leaves.
3. Pour 1 tbsp olive oil into a large casserole dish, big enough to fit the lamb. Warm to a high heat for 2-3 mins. Rub a generous pinch of salt and pepper into the lamb shoulder. When the pan is hot, add the lamb and fry for 3-4 mins on each side, till golden brown. Transfer the lamb to a plate.
4. Reduce the heat under the pan to medium. Slide in the sliced onions, garlic and rosemary. Cook for 5-6 mins, stirring frequently, till golden. Pour in the wine. Bring to the boil, and continue to cook for a further 4-5 mins, till the liquid has reduced by about half.
5. While the onions cook, roughly chop the tomatoes. Finely chop the anchovy fillets. Drain the cannellini beans and rinse with cold water. Fill and boil your kettle.
6. Tip the beans into the pan. Stir in the chopped tomatoes and anchovies. Crumble in the stock cube and pour in 500ml boiling water. Stir well, till combined. Bring to a simmer.
7. Nestle the lamb shoulder back into the dish. Pour in any juices from the plate. Cover the dish with a lid (or use two layers of foil) and slide the pan into the oven to cook for 2 hrs.
8. After 2 hrs, remove the lid or foil. Return the pan to the oven and cook for a further 1½-2 hrs, till the meat is very tender.
9. When the lamb is almost cooked, remove any stones from the olives and roughly chop them. Zest the lemon. Roughly chop the oregano leaves.
10. Remove the lamb shoulder from the dish and pop it onto a plate. Shred the meat into large chunks. Skim away any excess fat from the surface of the stew. Stir the olives, lemon zest and oregano leaves into the sauce. Tip in the rocket and stir till wilted. Squeeze in a little lemon juice. Taste the sauce, and add more salt and pepper or lemon, if needed.
11. Return the shredded lamb to the sauce and stir through. Ladle the stew into warm bowls and serve.