Make the gremolata by blending the mint, parsley, garlic, capers, anchovy, 1/4 cup olive oil, and lemon juice in a food processor (a mini food processor works best) until the texture of coarse pesto, scraping down the sides as needed. If you don't have a food processor, finely chop the mint, parsley, garlic, capers, and anchovy by hand, put it into a medium bowl, and whisk in the olive oil and lemon juice.