Gently heat up shallots, garlic, anchovies* and chili in a frying pan on low heat using two tbsp of the butter. Stir until onion is transparent and anchovies have melted/dissolved. Roughly 15 mins.
*only the little filets, not the oil from the jar
Pour the warm onions over the remaining butter in a bowl, add parsley, lemon zest, chives, W-sauce and combine with a fork.
Use instantly or leave in fridge for 30 minutes to set. Do not serve cold however