How to Make It
Bring a large pot of salted water to a boil and fill a large bowl with ice water. Blanch the broccoli and cauliflower until crisp-tender, 3 minutes. Using a slotted spoon, transfer the vegetables to the ice water. Add the fennel to the pot and blanch for 1 minute; transfer to the ice water. Add the potatoes to the pot and cook until tender, 10 minutes; transfer to the ice water. Drain the vegetables and pat dry. Cut the potatoes in half lengthwise.
On a surface, using the flat side of a chef’s knife, mash the garlic and anchovies to a paste; scrape into a large, deep skillet. Add the butter, oil, black pepper and rosemary; bring to a simmer over moderate heat. Nestle the shrimp into the bagna cauda and cook, turning once, until just pink in spots. Cover and simmer until the shrimp are pink all over, 3 minutes longer. Remove from the heat.
Arrange the vegetables, scallions and bread on a platter. Using a slotted spoon, transfer the shrimp to another platter. Pour some of the bagna cauda sauce over the shrimp and the rest into a wide bowl. Serve right away with plenty of napkins.