Select Speed 10 and press Start. Blend until finely chopped, about 10 seconds.
Add the remaining ingredients into the blender jar in the order listed.
Secure lid. Select Speed 1 and press Start. Blend until dip is smooth, about 1 minute.
Note: Anchovies add a deep, layered flavor to sauces, dressings and dips like this one. If you prefer not to use anchovies, add ½ teaspoon kosher salt, 1 teaspoon lemon zest, and 1 tablespoon lemon juice.