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Pour enough oil into a medium pot so that the oil comes 3 inches up the sides. Heat the oil to 350°F.
While the oil is heating, whisk together the garlic, anchovies, serrano, red wine vinegar, honey, scallions, walnuts, and extra-virgin olive oil in a bowl large enough to toss all the Brussels sprouts. Keep the bowl near the stovetop.
Working in batches, deep-fry the Brussels sprouts until the edges begin to curl and brown, about 3 minutes. To the last batch, add the parsley and capers (stand back, the capers will pop and sputter!). Give the contents of the pot a stir. When the color of the parsley, more saturated shade of green, about 1/2 - 1 minute, remove the contents of the pot with a skimmer and place directly into the bowl of dressing. Toss to coat. Add salt and pepper to taste.