1.Combine anchovy, chilli, garlic and wine in medium bowl, add lamb; turn lamb to coat in marinade. Cover; refrigerate 3 hours or overnight.
2.Preheat oven to moderately slow.
3.Heat half of the oil in deep medium baking dish; cook undrained lamb, in batches, until browned all over. Heat remaining oil in same dish; cook onion, stirring, until softened. Add flour; cook, stirring, about 5 minutes or until flour mixture browns lightly.
4.Return lamb to dish with undrained tomatoes and stock, cover; cook in moderately slow oven 1½ hours.
5.Uncover, skim fat from surface; cook, turning lamb occasionally, in moderately slow oven about 30 minutes or until lamb is tender.
6.Meanwhile, combine milk and the water in large saucepan; bring to a boil. Gradually add polenta to liquid, stirring constantly. Reduce heat; simmer, stirring, about 5 minutes or until polenta thickens. Stir in cheese, cream and parsley.
7.Divide polenta among serving plates; top with lamb, sprinkle with coarsely chopped fresh flat-leaf parsley, if desired.
Anchovies are one of the most contentious foodstuffs there is: people either love them or hate them, and never the twain shall meet! But there are many popular foods that wouldn’t be if it were not for the flavour these salty, strong-tasting little fish impart. Think of caesar salad, bagna cauda, puttanesca and even worcestershire sauce… where would they be without the help of their anchovy content?