Place 4 oil-packed anchovies and 3 garlic cloves on a cutting board and chop them together until the garlic is finely chopped. Then, using the flat side of a chef’s knife, drag the blade through the mixture several times, scraping to create a very coarse paste. The garlic does not need to be totally smooth.
Cut 8 tablespoons cold unsalted butter into 8 pieces. Finely grate the zest from 1 medium lemon until you have 1 teaspoon, then juice the lemon until you have 1 tablespoon. Pick the leaves from 3 fresh parsley sprigs and coarsely chop until you have 1 tablespoon.
Place the lemon juice and 1 tablespoon water in a small saucepan and bring to a bare simmer over medium-low heat. Reduce the heat to low. Whisk in 1 piece of the butter until almost melted. Repeat whisking in the remaining butter 1 piece at a time, until all the butter is melted and the sauce is a creamy yellow. Do not let the butter boil, or it will separate.
Add the garlic and anchovy mixture, lemon zest, and ½ teaspoon coarsely ground black pepper. Whisk to combine. Remove from the heat.
Add 2 teaspoons Dijon mustard and whisk until smooth. Add the parsley and 2 tablespoons grated Parmesan cheese, and whisk to combine. Taste and season with kosher salt as needed. Serve warm with chicken, shrimp, steak, bread, or crudités for dipping.