For the shoulder of lamb, preheat the oven to 180C/350F/Gas 4.
Trim any excess fat from the lamb shoulder. Heat a flameproof casserole and add the oil. Add the lamb shoulder and fry over a high heat to brown it on all sides. Take it out of the pan and pour off any excess fat.
Add the garlic cloves, anchovies, rosemary, olives and white wine to the casserole and set the shoulder on top. Cover tightly with a lid or foil and place in the oven to cook for 1–1½ hours, or until the meat is very tender.
Occasionally baste the meat with the juices. Remove the lid and cook the lamb uncovered for the last 10 minutes, to reduce the cooking juices by about half.
For the purple sprouting broccoli, towards the end of the lamb cooking time, cook the broccoli in a pan of boiling salted water until tender. Drain and dress with olive oil. Season with salt and pepper, to taste.
Serve the shoulder of lamb in slices with its cooking juices and the broccoli.