To make the sauce, heat the extra virgin olive oil and butter in a pan, add the anchovy fillets and dissolve. Add the shallots and courgettes and when the onions begin to sweat add the stock and cook for a minute. Stir in the rocket, season with black pepper and simmer for a couple of minutes.
Remove from the heat, allow to cool slightly and place the mixture in a blender and whiz until you obtain a smooth consistency. Place back in the pan over a high heat and stir with a wooden spoon until nearly all the liquid has evaporated and the sauce becomes creamy.
Season the sea bass fillets with salt and pepper. Heat olive oil and butter in a large frying pan. When hot, add the sea bass fillets flesh-side down, turn the heat to moderate and cook for about 3 minutes or until golden-brown.
Turn the fillets over to cook skin-side down for another 3 minutes. Turn over again and gently remove the skin.
Add the white wine, cover with a lid and cook for a few seconds. Uncover, turn the fillets over, cover with a lid again and cook until the wine evaporates.
Meanwhile, heat the rocket sauce through gently. Arrange some rocket on a plate, followed by the sea bass fillets and pour the sauce either over the fish or on the side as you wish.