In northwest Italy, the unctuous anchovy-oil sauce bagna cauda is consumed like fondue, a well of garlicky, often butter-enriched oil into which one dips crisp vegetables or crusty bread. Or whatever is on hand.

Bagna cauda means “hot bath” in Italian. It originated in the landlocked Piedmont region, the country's main dairy-producing area, where farmers would trade butter for salted anchovies with fisherman from the Ligurian coast. (Butter is less common in the bagna caudas of southern Italy, where olive trees are more prevalent.) Farmers would dunk whatever they had into the pungent slurry—often cardoons, a thorny relative of the artichoke.

We agreed that the dip improved just about anything, but decided roasted broccoli, with its sauce-friendly florets, would be an especially good accompaniment. It was also efficient: As the broccoli roasted, we made our bagna cauda.

We stuck with a simple mix of olive oil, butter, garlic and minced anchovies, but used fresh rosemary, bay leaves and red pepper flakes to build more complexity without much effort. The ingredients meld together in a saucepan over low heat for 15 minutes.

Traditional bagna cauda is kind of like a broken sauce, with bits of anchovy and garlic settling on the bottom. We preferred tasting every ingredient's full flavor in each bite, so we processed the warm sauce in a blender to make a smooth emulsion. A last-minute dose of lemon juice brightened the finished sauce.