Mash the butter with the herbs, garlic and lemon zest, then chill. This can be done up to a day in advance. Use a small sturdy knife to scrape the meat away from the thigh bone part of the rabbit leg. Try and create a pocket around the bone rather than cutting into the actual meat. When you get to the joint, cut or snap the bone away.
Halve the butter, roll into two logs, then stuff into the cavity of each rabbit leg. Wrap the slices of pancetta around each leg so that they join underneath. You can prepare the rabbit and leave it in the fridge overnight.
Put half of the peppy piccalilli on each plate and place the rabbit legs on top. Eat immediately.