Combine the mayonnaise, zest, juice, anchovies and garlic in a food processor and process until smooth. Add the olives and salt and pepper and pulse a few times just to incorporate the olives, not puree them. Cover and refrigerate for at least 30 minutes before serving. Can be made 8 hours in advance and refrigerated.
For the lamb chops:
Combine the rosemary and salt in a food processor and process until combined.
Heat the grill to high.
Brush the chops on both sides with oil and season with a few teaspoons of the salt and freshly ground black pepper. Place on the grill and grill until golden brown and slightly charred, 3 to 4 minutes. Flip the chops over and continue grilling to medium-rare doneness, 2 to 3 minutes longer. Let rest 5 minutes before serving. Top each chop with a dollop of the aioli. Garnish with rosemary sprigs.