First, prepare all your veg, because once the sauce is done you'll be ready to serve! To make your sauce, put the garlic cloves, milk and anchovies into a saucepan and bring to the boil. Simmer slowly for 10 minutes, or until the garlic is soft and tender, keeping a close eye on the pan to make sure the milk doesn't boil over. (Don't worry if it splits and looks a little lumpy – simply remove from the heat and whiz the sauce up with an immersion blender.) Gently blend in the extra virgin olive oil and the vinegar a little later at a time – you're in control of the consistency at this point. If you like it thick, like mayonnaise, keep blending. Now taste it and adjust the seasoning. Make sure there's enough acidity from the vinegar to act like a dressing. It should be an incredible, pungent warm sauce.
There are two ways you can serve this – with both you need the sauce to be warm. Either pour the sauce into a bowl and place this on a plate, with the veg arranged around the bowl, or serve the veg in a big bowl and drizzle the sauce over the top. Sprinkle over the reserved herby fennel tops and celery leaves and finish with a drizzle of extra virgin olive oil.