How to Make It
Preheat the oven to 200°. In a medium, heavy saucepan, melt the butter in the extra-virgin olive oil over moderate heat, stirring frequently. Add the anchovies and stir until they dissolve, about 2 minutes. Add the garlic and cook just until fragrant, about 30 seconds. Remove from the heat. Stir in the orange juice, basil and lemon and orange zests. Season the sauce to taste with salt.
Heat the pure olive oil in a large, heavy skillet over moderately high heat. Sprinkle the fish with salt and pepper. Working in 2 batches, cook the fish until just opaque in the center, about 3 minutes per side. Transfer the fish to a platter. Cover with foil and keep warm in the oven while cooking the second batch of fish. Drizzle the bagna cauda over and around the fish and serve.