Use a combination of carrots, cauliflower, green beans, cherry tomatoes, green or red peppers, mushrooms, zucchini. All should be washed, dried and cut into bite-sized pieces.
Combine the first 4 ingredients in the blender, whirl just until the anchovies and the garlic pieces are finely chopped. Pour into a metal or ceramic fondue pot with a very sturdy base. Heat slowly over a direct flame or medium heat just until the mixture is bubbly. Then turn down to low just to keep the mixture hot enough to lightly brown the vegetables without burning.
To serve, spear a vegetable and swirl in the oil until browned. Hold a piece of bread under the vegetable to catch the flavorful drippings.