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1
Add the strands of lemon zest to the bagna cauda and stir to combine.
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2
From each branch, remove most of the rosemary leaves, leaving 1 1/2 to 2 inches of 1 end covered in leaves.
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3
Place a bread slice on the work surface, and put a piece of mozzarella on it, followed by a fresh bay leaf, optional.
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4
Repeat 1 more time, ending with a slice of bread.
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5
You should have a stack that has 3 slices of bread and 2 slices of cheese.
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6
Continue with the remaining ingredients, to make 4 stacks total.
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7
(If you can't find large rosemary branches, substitute wooden skewers.
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8
Soak the wooden skewers in cold water for 20 minutes.
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9
As you're assembling, put a few sprigs of fresh rosemary throughout.)
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10
Using the leafless end of a rosemary sprig, skewer 1 of the stacks through the center, leaving the rosemary leaves exposed on the other end.
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11
Turn the stack on its side and, entering from the opposite end, insert another rosemary sprig, leaving the leaves sticking out of the other end.
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12
Brush the entire skewer lightly with olive oil, and sprinkle it with a pinch of salt and pepper.
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13
Continue in the same manner with the remaining stacks.
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14
To grill: Place the skewers on the hottest part of a charcoal or gas grill and cook for 1 to 2 minutes, turning frequently, until the cheese just begins to soften and the bread begins to brown.
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15
To bake: Preheat the oven to 400 degrees.
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16
Place the skewers on a baking sheet and cook about 5 minutes.
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17
Carefully transfer the skewers to a plate and drizzle with a generous amount of the bagna cauda.
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18
Scatter with parsley leaves.
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19
Using a mortar and pestle, pulverize the garlic and anchovies into a smooth paste.
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20
Transfer the paste to a small saucepan.
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21
Add the butter and olive oil and bring to a simmer over low heat.
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22
Continue simmering for about 5 minutes.
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23
Remove the pan from the heat and stir in the lemon zest and lemon juice.
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24
Season with salt, to taste.
