Step 1 In the bowl of a food processor or a blender, puree the anchovies, vinegar, lemon juice, garlic, salt and pepper. With the motor running, add the olive oil in a steady stream through the feed tube to create an emulsion. Taste for seasoning and add more salt, pepper or lemon juice if desired. This makes a generous one-half cup dressing; use the dressing or transfer it to an airtight container and refrigerate it for up to 3 days. Bring it to room temperature before serving.