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Toast the fennel seeds in a small frying pan over a low-medium heat for 1 min, or until they release their aroma. Bash them lightly using a pestle and mortar. Mix the lemon juice, fennel seeds, oil and garlic in a large bowl, then stir in the courgette. Season and set aside to marinate for 30 mins.
Toss through the rocket and transfer to a platter. Top with the anchovy fillets. Scatter with lemon zest and serve with an extra drizzle of olive oil.