Slice your cabbage into at least 8 wedges (1/4 cut into half)
In a cast iron pan and pan sear your cabbage on both sides. You want it to get charred. You can remove the cabbage after searing on both sides or char all the cabbage, place them onto a baking tray, drizzle with olive oil, cover the whole tray and cabbage with foil and bake in the oven at 350 degrees for 15 minutes or until desired tenderness is achieved. Bake if you want more tender cabbage.
In a pan add your butter, and wait till it begins to foam slightly.
Add your shallot and cook for 4 minutes followed by garlic, capers, and anchovies. Mix well until everything is combined.
Add red wine vinegar to taste and finish with parsley.