Preheat oven to 400°F.
1. Trim the rack of lamb by exposing the last inch of the bones and scraping these clean. Score the fat of the lamb in a trellis pattern and rub in the crushed clove of garlic and the black pepper.
2. Drain anchovies of oil, soak in milk for 10 minutes, rinse carefully and dry.
3. Heat oil in a roasting pan. When smoking put in the meat, baste with hot fat, and cook in oven for about 30-40 minutes, according to size and personal preference. Baste every 10 minutes. After 15-25 minutes place anchovy fillets in a crisscross design over the fat of the meat and continue cooking.
4. When cooked, remove and keep warm while heating roasting liquid with the stock to make gravy. Serve with potatoes and a green salad.