Finely chop the parsley by hand (there should be 1/4 cup chopped) and place it in a small mixing bowl. Add the mint, capers, garlic, and oregano.
The sauce can be made up to this point and refrigerated, covered, for 8 hours. Just before serving, mix in the orange and lemon juices, then stir in the olive oil. Mix in the anchovies, if using.
Notes
Nutritional Information PER SERVING (1 Tbsp): 90 calories, 9 g fat (1 g saturated fat), 2 g carbohydrate, 0 g protein, 0 g dietary fiber, 110 mg sodium.