1. Light the grill or heat the broiler. In a small bowl, combine the butter, anchovy paste, lemon juice, parsley, and a pinch each of salt and pepper.
2. Coat the tuna with the oil. Sprinkle with 1/2 teaspoon salt and 1/4 teaspoon pepper. Cook the tuna for 4 minutes. Turn and cook until done to your taste, 3 to 4 minutes longer for medium rare. Top the hot fish with the flavored butter.
Fish Alternatives: The lemon anchovy butter would also be very good with grilled halibut, swordfish, or salmon steaks.
Variation: Grilled Tuna with Sun-Dried-Tomato Basil Butter
Mix 1 tablespoon chopped fresh basil, 3 chopped oil-packed or reconstituted sun-dried tomatoes, and a pinch each of salt and pepper into 4 tablespoons room-temperature butter. Use this mixture in place of the lemon anchovy butter.
Wine Recommendation: The trick here is to find a wine with enough body to go with the tuna but lots of acidity to stand up to the flavorful lemon anchovy butter. Try a sauvignon blanc from New Zealand or from California.