Preheat oven to 425 degrees F.
In a heavy-bottomed roasting pan, heat olive oil over medium heat.
In a small bowl, combine the thyme with the anchovy paste. Season lamb with the salt and pepper, and smear lamb entirely with the thyme and anchovy paste mixture. Brown the lamb on all sides in the roasting pan. Add the onion, carrot, and celery and place lamb in oven. Roast for 1 hour and 30 minutes, or until meat is fork tender. Serve with the date sauce.
Using a mortar and pestle (or food processor) combine thyme, dates, and anchovy paste, and pulverize into a paste. Add the red wine, balsamic reduction, and olive oil and continue to pulverize until completely combined. Season with salt and pepper.
Note: To make balsamic reduction, pour 1 cup balsamic vinegar into a sauce pan and simmer over low heat. Reduce down to 1/4 cup to make a syrup, or reduction, of balsamic vinegar.
Recipe courtesy of Mario Batali, 2001