Ingredients

• 1 stick unsalted butter, cut into pieces
• 4 flat anchovy fillets, finely chopped
• 2 tablespoons drained capers, coarsely chopped
• 2 teaspoons fresh lemon juice
• 2 tablespoons finely chopped flat-leaf parsley
• 1 (1-pound) Italian loaf such as pane di casa (5 inches wide)
• 1 (1-pound) ball salted fresh mozzarella, cut into 6 (1/4-inch-thick) slices
• 1 cup plus 3 tablespoon whole milk, divided
• 1 cup fine dry bread crumbs
• 4 large eggs
• About 3 cups olive or vegetable oil

Instructions

1. Melt butter in a small heavy saucepan over low heat. Discard any foam from top, then remove from heat. Stir in anchovies, capers, and lemon juice. Keep warm, covered. Stir in parsley just before serving.
2. Make mozzarella in carrozza: Cut bread from middle of loaf into 12 (1/4-inch-thick) slices. Sandwich each slice of mozzarella between 2 slices bread, then cut off crusts, forming 4-inch squares (mozzarella slices should be smaller than bread slices). Put 1 cup milk in a shallow dish and spread bread crumbs on a plate. Dip both sides of each sandwich in milk, pressing edges lightly to seal sandwich. Coat with bread crumbs, making sure edges are coated well. Place on a parchment-lined baking sheet and chill 2 hours. Whisk eggs in a large shallow bowl, then whisk in 3/4 teaspoon salt and remaining 3 tablespoons milk. Heat 1/2 inch oil in a 12-inch skillet over medium heat until it shimmers. Dip sandwiches, 1 at a time, in egg mixture, letting excess drip off, and fry, 3 at a time, turning once with a slotted spatula, until golden, about 6 minutes per batch. Drain on paper towels. Halve diagonally and serve hot with anchovy sauce.
3. Cut bread from middle of loaf into 12 (1/4-inch-thick) slices. Sandwich each slice of mozzarella between 2 slices bread, then cut off crusts, forming 4-inch squares (mozzarella slices should be smaller than bread slices).
4. Put 1 cup milk in a shallow dish and spread bread crumbs on a plate. Dip both sides of each sandwich in milk, pressing edges lightly to seal sandwich. Coat with bread crumbs, making sure edges are coated well. Place on a parchment-lined baking sheet and chill 2 hours.
5. Whisk eggs in a large shallow bowl, then whisk in 3/4 teaspoon salt and remaining 3 tablespoons milk.
6. Heat 1/2 inch oil in a 12-inch skillet over medium heat until it shimmers. Dip sandwiches, 1 at a time, in egg mixture, letting excess drip off, and fry, 3 at a time, turning once with a slotted spatula, until golden, about 6 minutes per batch. Drain on paper towels.
7. Halve diagonally and serve hot with anchovy sauce.