Arrange a rack in the bottom of the oven and heat the oven to 500ºF.
Finely grate the zest of 1 medium lemon into a small bowl. Cut the zested lemon into wedges and reserve for serving.
Use the side of a chef’s knife to scrape 4 anchovy fillets into a paste, then add to the lemon zest bowl. Add 6 tablespoons room-temperature unsalted butter, 2 finely grated garlic cloves, 2 teaspoons fennel seeds, ½ teaspoon kosher salt, ¼ teaspoon black pepper, and ½ teaspoon red pepper flakes if desired. Mix until evenly combined.
Halve 1 medium green cabbage through the stem end. Cut each half through the core into 1 ½-inch-thick wedges (4 to 6 per half).
Carefully rub the anchovy butter all over each cabbage wedge, then arrange cut-side down in a single layer on a rimmed baking sheet.
Roast until the cabbage is tender and deeply browned in spots and on the edges, about 30 minutes. Garnish with 3 tablespoons coarsely chopped fresh parsley leaves and serve with the lemon wedges.
