8 (6-inch) straight branches fresh rosemary, or several sprigs fresh rosemary
1/2 french baguette, sliced into 1/4-inch thick slices
1 1/2 pounds (3 to 4 large balls) fresh mozzarella, sliced into 1/4-inch thick slices
Fresh bay leaves, optional
Olive oil, for brushing skewers
Freshly cracked black pepper
20 fresh Italian parsley leaves, optional
2 to 3 garlic cloves, peeled and finely chopped (about 1 tablespoon)
4 (3-inch long) salt-packed anchovies, rinsed well, backbones removed, finely chopped (about 1 tablespoon) anchovies packed in oil may be substituted
1 stick (4 ounces) unsalted butter
1/2 cup extra-virgin olive oil
1/2 teaspoon finely chopped lemon zest
3 to 4 teaspoons fresh lemon juice, or to taste
From each branch, remove most of the rosemary leaves, leaving 1 1/2 to 2 inches of 1 end covered in leaves. Place a bread slice on the work surface, and put a piece of mozzarella on it, followed by a fresh bay leaf, optional. Repeat 1 more time, ending with a slice of bread. You should have a stack that has 3 slices of bread and 2 slices of cheese.
Continue with the remaining ingredients, to make 4-6 stacks total. (If you can’t find large rosemary branches, substitute wooden skewers. Soak the wooden skewers in cold water for 20 minutes. As you’re assembling, put a few sprigs of fresh rosemary throughout.) 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. 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. Brush the entire skewer lightly with olive oil, and sprinkle it with a pinch of salt and pepper. Continue in the same manner with the remaining stacks.
Using a mortar and pestle, pulverize the garlic and anchovies into a smooth paste.
Transfer the paste to a small saucepan. Add the butter and olive oil and bring to a simmer over low heat. Continue simmering for about 5 minutes.
Remove the pan from the heat and stir in the lemon zest and lemon juice. Season with salt, to taste.
Bake or Grill
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.
To bake: Preheat the oven to 400 degrees. Place the skewers on a baking sheet and cook about 5 minutes.
Carefully transfer the skewers to a plate and drizzle with a generous amount of the bagna cauda. Scatter with parsley leaves, optional. Serve as an appetizer or instead of bread or on the side of a salad such as a Caesar.