This garlic-and-anchovy-based dipping sauce hails from Northern Italy; bagna cauda is Italian for "hot dip." We turn the dipping sauce into a meal by serving it with shrimp and loads of vegetables. Crusty bread is another great dipper.
Combine chopped lemon, oil and garlic in a small saucepan. Cook over medium heat until the lemon is softened, 3 to 5 minutes. Add lemon juice, anchovies, walnuts, pepper, salt and crushed red pepper. Cover; remove from heat.
Arrange shrimp, radicchio (and/or Treviso), cauliflower, carrots and radishes on a platter. Serve with the bagna cauda.
Refrigerate bagna cauda (Step 1) for up to 1 week.