Preheat oven to 220°C (425°F). Combine softened butter with chopped anchovies, minced garlic, and lemon zest. Mix well and set aside.
Place asparagus, carrots, zucchini, and cherry tomatoes in a large roasting pan. Drizzle with olive oil, season with salt, pepper, and thyme. Toss to coat evenly.
Roast vegetables in preheated oven for 20-25 minutes, stirring halfway through, until golden and tender with charred edges.
While vegetables roast, spread anchovy butter generously on both sides of sourdough bread slices. Toast in oven for final 5 minutes alongside vegetables until golden and crispy.
Remove from oven. Arrange roasted vegetables and lemon toast on a serving platter. Drizzle any pan juices over vegetables.
Garnish with fresh parsley and additional lemon zest. Serve immediately while warm, with lemon wedges on the side.
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