In a food processor, whirl together butter, garlic, and anchovies until smooth. Add remaining ingredients and pulse 3 times (you want the ingredients to be coated in butter but still in large chunks).
Lay a piece of plastic wrap on a work surface. Using a rubber spatula, scrape butter lengthwise onto the plastic. Lift the top edge of the plastic up and over the butter to meet the bottom edge of the plastic. Roll butter toward you, evening it out into a log about 4 in. long. Twist ends of the plastic to seal. Chill until firm, about 30 minutes.
Remove plastic wrap and slice off 1/4 in. portions (about 1 tbsp.) to serve over grilled steaks.
Make Ahead: Up to 1 week (keep chilled), or up to 1 month (keep frozen, wrapped in several layers of plastic).
Note: Nutritional analysis is per tbsp.