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Before you start cooking, get everything prepared. Trim each sea bass fillet so they are both the same shape, then score the skin, cutting into the flesh slightly, 5 or 6 times at about 1cm intervals. Set aside.
Segment the orange – slice off the top and bottom, then cut away the skin and pith. Cut away each segment, then squeeze out the juice from the rest of the orange into a bowl. Cut the broccoli into medium-size florets.
To make the warm broccoli salad, cook the florets in a pan of boiling salted water for 1 min until just cooked. While the broccoli is cooking, put a frying pan on to heat. As soon as the broccoli is cooked, drain it, then tip straight into the hot frying pan to ‘scorch’ out all the moisture.
Turn off the heat, then scatter the orange segments over the broccoli. Toss for a few moments just to heat through, then tip into a bowl and dress with the orange juice and 2 tbsp olive oil. Season with pepper and a small sprinkling of sea salt, then set aside.
Wipe out the pan. Season the fish with a little salt and pepper just before cooking. Heat the frying pan until very hot, then add 2 tbsp oil. Lay the fish fillets in the pan, skin-side down. As soon as it goes in, press each fillet down with your fingers or a fish slice to stop it from curling up.
Reduce the heat to medium, then leave the fish to cook for 3-4 mins, undisturbed, until you can see that the flesh has cooked two-thirds of the way up and the skin is crisp and brown.
Flip the fillets over, then fry on the flesh side for about 2 mins until just done, basting the skin with the oil in the pan as it cooks. Leave to rest on a warm plate, skin-side up, and baste with the hot oil and juices from the pan.
Pour 2 tbsp olive oil into the pan and place it back on a high heat. Scatter in the capers and anchovies, then cook until they start to crisp. Grate over the lemon zest and squeeze in the juice of ½ the lemon. If there isn’t enough juices in the pan to drizzle over both plates, add a splash more oil. You are now ready to plate up.