Preheat the oven to 200C/390F/Gas 6.
Meanwhile, for the parsnips, put the parsnips in a saucepan with the cream and milk. Stud the onion with the cloves and add to the pan with the garlic and bay leaf. Bring to the boil, then reduce the heat, cover and simmer for 20 minutes, or until very tender. Drain, reserving the cooking liquor.
Blend the parsnips in a food processor until smooth and add some of the reserved cooking liquor, a tablespoon at a time, to form a purée that will just hold its shape. Season with salt and white pepper.
For the salsa verde, chop the garlic and herbs in a food processor on pulse setting until just combined. Add the gherkins, anchovies and capers and mix again.
Add the mustard and vinegar and half of the oil. Mix again, then finally add the remaining oil and blend to make a rich thick sauce. Spoon into a bowl and stir in the lemon zest. Taste and season with pepper. (The anchovies should be salty enough that you shouldn’t require any salt.)
For the lamb, brush the lamb with olive oil and season well. Heat an ovenproof frying pan and fry the meat until browned on all sides, then transfer to the oven to roast for 30 minutes, longer if you prefer your meat less pink. Cover and set aside to rest in a warm place for 15 minutes.
To serve, reheat the parsnip purée and divide it among warmed plates. Slice the lamb and set it on top. Spoon over a little of the salsa verde and serve the remainder in a bowl on the side.
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