Skewered Mozzarella

Name: Skewered Mozzarella
Ingredients: 1 recipe Bagna Cauda, recipe follows; 1/2 lemon zested into long strands; 8 (6-inch) straight branches fresh rosemary, or several sprigs fresh rosemary; 1/2 baguette, sliced into 1/4-inch thick slices; 1 1/2 pounds (3 to 4 large balls) fresh mozzarella, sliced into 1/4-inch thick slices; Fresh bay leaves, optional; Olive oil, for brushing skewers; Kosher salt; Freshly cracked black pepper; 20 fresh Italian parsley leaves; 2 to 3 garlic cloves, peeled and finely chopped (about 1 tablespoon); 4 (3-inch long) salt-packed anchovies, rinsed well, backbones removed, finely chopped (about 1 tablespoon); 1 stick (4 ounces) unsalted butter; 1/2 cup extra-virgin olive oil; 1/2 teaspoon finely chopped lemon zest; 3 to 4 teaspoons fresh lemon juice, or to taste