Peel potato and cut it, carrot, and zucchini into 3- by 1/2-inch sticks. Prick large end of egg with a pin and in a saucepan combine egg, potato, and carrot with cold water to cover by 2 inches. Bring water to a simmer and add salt to taste. Simmer mixture 10 minutes, or until vegetables are just tender, and with a slotted spoon transfer egg and vegetables to a bowl of ice and cold water. Add zucchini to pan and simmer 3 minutes, or until just tender. Remove zucchini with slotted spoon and add to egg and vegetables.
Makes sauce:
In a blender or small food processor puree parsley, garlic, shallot, olives, lemon juice, capers, and anchovy paste until smooth. With motor running, add oil in a stream, blending until emulsified.
Drain vegetables and egg and pat vegetables dry with paper towels. Peel egg and quarter lengthwise. Divide egg and vegetables between 2 plates and spoon sauce over them.
Serves 2 as a first course.
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