1. Combine the lamb, onion, the cubed parsnip and carrots, and the chopped celery in a 5- or 6-quart saucepan. Pour in the water and add the salt.
2. Bring to a boil, then lower the heat and simmer, covered, for 2½ hours, or until the lamb shows no resistance when tested with the tip of a sharp knife.
3. When the lamb is almost done, blanch the julienne carrots, parsnips, celery and potatoes by cooking them rapidly for 3 minutes in enough unsalted boiling water to cover them. Drain and set them aside.
4. Transfer the lamb to a heated platter. Pour the stock through a strainer, pressing hard on the vegetables with a wooden spoon before discarding them. Skim off the surface fat and return the stock to the pan. Boil it over high heat, uncovered, until it is reduced to about 3 cups.
5. Meanwhile, in another saucepan, melt the butter, stir in the flour and cook over very low heat until light brown. Add the marjoram, anchovies, lemon juice and parsley. Stir in the 3 cups of stock, continuing to whisk over low heat until the sauce is creamy and smooth.
6. Transfer the lamb to the large saucepan or a 4-quart casserole and pour the sauce over it. Bring it to a boil, then reduce the heat to low and add the julienne carrots, parsnips, celery and potatoes. Simmer for 10 minutes longer, or until the vegetables are tender but not mushy.
7. Taste for seasoning. Serve the lamb on a platter with the vegetables surrounding it. Pour a few tablespoons of the sauce over the lamb and serve the rest in a sauceboat. Garnish the meat with parsley.
