Set the oven to its highest setting. Season the broccoli with a quarter-teaspoon of salt and a good grind of pepper, then add two tablespoons each of oil and water, and toss. Spread out on an oven tray lined with baking paper, cover tightly with foil and bake for five minutes. Remove the foil, turn the oven to its grill setting and grill the broccoli for four minutes, until cooked, crisp and charred at the edges.
Meanwhile, make the aromatic oil. Put two tablespoons of oil in a small saucepan, add the lemon peel, garlic, anchovies and a pinch of salt, and cook on medium heat for five to seven minutes, stirring occasionally, until the garlic just starts to crisp and turn golden-brown (garlic burns very quickly, so take it off the heat as soon as you see it change colour).
Arrange the broccoli on a platter and drizzle over the lemon juice. Spoon the aromatic oil, including the garlic, anchovy and lemon peel evenly over the stems and serve hot.