Sear the oiled aubergine slices in a hot griddle pan until marked on both sides.
Blend the olive, zest, sage, garlic, anchovy, pepper, and oil into a paste.
Spread the paste inside the lamb, layer with aubergines, roll, and tie with string.
Preheat the oven to 200°C.
Rub the meat with oregano, salt, pepper, and lemon juice.
Sear the meat in a hot pan then roast for 30 minutes per kg plus 15 minutes.
Cover with foil for the first 30 minutes of roasting to retain moisture.
Rest the meat for one third of the total cooking time before carving.
Combine the grated cucumber, yoghurt, lime zest, garlic, onions, and chilli to make tzatziki.
Chill the tzatziki for one hour and garnish with dill before serving.