On a board, chop the anchovies and garlic together. Using a side of a large knife, crush to turn the anchovies and garlic into a paste. (You can also use a pestle and mortar).
Add the garlic and anchovy paste in a bowl and stir with the oil and lemon zest and herbs.
Thinly coat the chops with the mixture and keep the mixture aside to use halfway during cooking. You can marinate the chops at this stage up to 24hours in the fridge or use them straight away. Cut the broccoli into pieces and spray with a little of oil and season lightly.
Preheat the air fryer to 200˚C/400˚F.
Place the lamb chops and broccoli in the air fryer and cook for 6 minutes.
After 6 minutes, turn the chops over and baste with extra anchovy and garlic paste.
Cook for another 4-6 minutes until cooked through and serve.