Sorcha, Thank you for the correction. I use Wesson Canola Oil.

You can find xanthan gum at the Whole Foods store on Preston Rd in Dallas, TX. This store has a concierge you can consult. She knows the Woody's story. I do not know if there is a Whole Foods where you live. Try an "advanced" search on Google. If you will let me know where you live, I will help you find it. This ingredient is essential to thicken the sauce.

I run about half (or more) of an average size white onion through the food processor before beginning, and then add it to the mixture in a liquid/processed form. I do not know if this is really necessary; it is just the way I do it. (Note: I drop those little anchovies in one-by-one and they vanish in the mix just fine. The onion chunks would probably do the same. Please let me know :--)