Zest 1 of the lemons then cut it in half and measure out 1 tablespoon of lemon juice. Remove the ends of the other lemon so it sits upright, cut in half and set aside. Combine lemon zest, 1 tablespoon lemon juice, 1/2 cup mayonnaise, 1 teaspoon anchovy paste, and 2 teaspoons minced thyme in a small bowl, then spread over fish. It will seem like a lot, but use all the mayo mixture. Place the two lemon halves, flesh-side-up on the tray next to the fish.