1. Remove the lamb from the fridge an hour before cooking to allow it to come to room temperature.
2. Preheat your oven to 160C/Fan 140C/Gas Mark 3.
3. Peel the onions and thinly slice them. Peel the garlic cloves and crush or finely chop. Finely chop the rosemary leaves.
4. Pour 1 tbsp oil into a large pot, 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.
5. Reduce the heat of the pan to medium. Slide in the sliced onions, garlic and rosemary. Cook for 4-5 mins, stirring frequently, till softened and golden. Pour in the wine. Bring to the boil, and continue to cook for a further 4-5 mins, till the liquid has reduced but about half.
6. While the onions are cooking, chop the tomatoes roughly into small pieces. Finely chop the anchovy fillets. Drain the cannellini beans through a sieve, and rinse with cold water.
7. 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.
8. Nestle the lamb shoulder into the stew. Pour in any juices from the plate. Cover the dish with a lid (or use two layers of foil). Slide the pan into the oven and roast for 2 hrs.
9. After the lamb has cooked for 2 hrs, remove the lid or foil. Return the pan to the oven and cook for a further 1.5-2 hours, till the meat is very tender.
10. When the lamb is almost cooked, remove any stones from the olives and roughly chop them. Zest the lemon. Roughly chop the oregano leaves.
11. Remove the lamb shoulder from the stew and pop 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 half of the lemon juice. Taste the sauce, and add more salt and pepper or lemon if needed.
12. Return the shredded lamb into the sauce. Ladle the stew into bowls and serve.