Place the anchovies in a pestle and mortar and pound them to a paste. Gradually add the lemon juice, followed by the rosemary and olive oil, until you have a creamy dressing. This can also be made in a food processor or blender.
Season the lamb chops with pepper and cook under a preheated hot grill for 3–4 minutes on each side, or until cooked to your liking.
Steam the broccoli for 3–4 minutes, until tender.
Drizzle the lamb chops with the anchovy sauce and serve with the steamed broccoli.