In a small bowl, add Dijon, garlic, olive oil and rosemary; stir to combine.
Place the lamb in a roasting tin and rub the marinade over the entire surface of the lamb.
Roast the lamb on the centre oven shelf for 1-1½ hours, or until the internal temperature reaches 52°C, at the thickest point, for medium rare. Roast longer for desired doneness.
Allow the lamb roast to rest for 30 minutes before slicing.
For the California Walnut salsa, combine the walnut oil, capers, anchovy fillets, parsley, mint, peppercorns, lemon zest and juice and Californian walnut pieces in a medium sized bowl and spoon over the lamb slices.