Preheat the oven to 200C/180C fan/gas 6.
For the sauce: using a meat cleaver, chop the bones into small pieces. Heat the olive oil in a frying pan over a high heat and fry the onion for 2-3 minutes, or until softened. Add the bones and fry for 4-5 minutes, turning occasionally, until browned all over. Add the herbs and a splash of water to the pan to deglaze, scraping up any browned bits from the bottom of the pan with a wooden spoon.
Cover the bones with water and bring to a simmer. Cook for 45 minutes, skimming any scum that rises to the surface occasionally. Season the stock with salt and freshly ground black pepper, then strain through a sieve lined with muslin. Pour the strained stock into a clean pan and simmer until the volume of the liquid has reduced by two-thirds. Skim off any remaining oil and stir in the cream.
For the rolled lamb: tear the bread into chunks, place into a food processor and pulse to crumbs. Transfer to a bowl and mix with the onion, anchovies and anchovy oil, parsley, thyme, rosemary, Worcestershire sauce and a splash of olive oil. The mixture should have a paste-like consistency.
Lay the lamb out on a chopping board and flatten with a meat mallet. Spread half of the stuffing evenly on one side, then roll up the meat and secure with kitchen string.
Heat some olive oil in an ovenproof frying pan over a high heat and brown the rolled lamb all over for 4-5 minutes. Drizzle the lamb with olive oil and cover with the remaining stuffing mixture. Transfer to the oven for 15 minutes (for medium), or until the lamb is cooked to your liking. Remove the lamb from the oven to rest for 10 minutes before slicing.
For the spinach pie: lay the pastry on a flat surface and cut into two circles using a 10cm pastry cutter. Using a slightly smaller cutter, lightly press a border inside the pastry circle, making sure not to cut all the way through.
Place the pastry circles on a baking tray. Mix together the cream and water and brush over the pastry. Bake for 10-12 minutes, or until golden-brown and puffed up. Carefully remove the centre of the pastry to create a vol-au-vent, reserving the piece to use as a lid.
Heat a splash of olive oil in a pan and add the spinach. Cook for 1-2 minutes, or until wilted, then remove and squeeze out any excess liquid. Return the pan to the heat and fry the onion for 2-3 minutes, or until softened, then add the spinach back into the pan. Stir in the cream and season to taste with salt and freshly ground black pepper.
. To serve, lay the lamb slices on a plate. Place a pastry case alongside and fill with the spinach mixture, placing the pastry ‘lid’ on top. Spoon the sauce over the lamb.