Bring saltwater to a boil in a big pot; add the frozen broccoli, let it simmer for 10 minutes. Dry well on papertowl.
Break the eggs into a deep plate and mix well with a fork. Put the breadcrumbs into another deep plate.
Cut broccoli into little rosettes and dip first in egg, then in breadcrumbs.
Heat the butter in a big skillet; add the rosettes and fry until brown on both sides.
For the sauce; chop the pickle real fine. Cut the anchovy into little cubes. Chop up the capers finely. Mix it all with the mayonaise and season to taste. Serve the broccoli with the sauce and fresh bread.