Heat oven to 425ºF.
Season the inside of leg with fennel seed, salt, pepper, rosemary and garlic. Roll to close and tie leg with kitchen twine. Drizzle with EVOO, season outside with salt and pepper.
Arrange potatoes, fennel and onions in a shallow roasting pan and dress with a little EVOO and salt and pepper. Roast 15 minutes then add lamb and roast 30-45 minutes more, remove and let rest before carving.
While the lamb rests, combine salsa ingredients in a food processor and pulse into a finely chopped sauce.
Serve sliced lamb with potatoes alongside and plenty of salsa over everything.