To make the sauce, combine the garlic, anchovy fillet, salt and capers in a mini food processor. Pulse a few times to combine. Add the parsley and olive oil and blend to a puree. You can also use a mortar and pestle or an immersion blender to create the sauce. Season to taste with salt and pepper. You can let the sauce sit at room temperature if you will be using it in a few hours. You can also make this a day ahead, refrigerate and allow to come to room temperature before using.