You can purchase baby squid at your local fishmonger or any upscale grocery store with a fresh seafood section. Radiccio di Treviso are narrow and pointed with tapered heads. You can substitute regular radiccio (radicchio di Verona) instead. Yield is 4 servings.
Grilled Squid Skewers
Put the shallots, white wine and white wine vinegar in a small saucepan on medium high heat and reduce by half, about 2 minutes.
Whisk in the chilled butter until incorporated and then add the anchovy paste, stirring well.
Season to taste and transfer it to a dipping bowl.
Serve hot with the Grilled Squid Skewers.
Put all the ingredients in a small saucepan on medium-high heat and to a simmer.
Remove from the heat and add to a food processor.
Pulse to combine.
Season to taste.
While the marinade is still hot, transfer 3/4 of the marinade to a large bowl.
Reserve the remaining marinade and let cool.
Add the diced zucchini, fennel, radicchio and onion.
Marinate the vegetables until they are cooled, about 30 minutes.
Transfer the remaining 1/4 of the marinade (that has been cooled) to a medium bowl and let cool.
Add the squid.
Marinate the squid for 10 minutes.
Preheat grill on medium high.
Thread the squid and vegetables on the skewers, alternating with the veggies and the squid.
Season the squid skewers and grill, about 2 to 3 minutes per side.
Do not overcook them or the squid will be tough.
Serve with the Anchovy Butter and lemon wedges.