2 tsp. white-wine vinegar
1 tbsp. capers, rinsed
1 tbsp. Dijon mustard
¼ cup coarsely chopped walnuts
1 tsp. minced anchovies (about 1½ fillets), or more to taste
Freshly ground pepper to taste
¼ tsp. kosher salt
4 tbsp. extra-virgin olive oil, divided
2 pounds Brussels sprouts, trimmed