For the lamb: Mix together the oil, garlic, peppercorns, shallots, rosemary and thyme in a large bowl and add the chops. Marinate, covered and refrigerated, at least 2 full days but no longer than 4 days.
Prepare a grill for cooking over medium-high heat. Remove the chops from the marinade and scrape off any solids. Grill the chops to medium-rare, turning once, about 10 minutes total.
For the vinaigrette: Put the olive oil, lemon juice, mustard, shallots, garlic and mint in a bowl; whisk to combine. Stir in the anchovies and season to taste with salt and pepper. Drizzle the vinaigrette over the lamb chops before serving.