Step 1: Preheat oven to 400°F.
Step 2: Wrap each potato and onion separately in aluminum foil.
Step 3: Bake for 1 hour, or until cooked through and fork-tender.
Step 4: Increase heat to broil.
Step 5: Carefully unwrap potatoes and onions and place on baking sheet.
Step 6: Broil about 4 inches from heat source for 4 minutes, or until skins start to scorch.
Step 7: Turn and broil 4-5 minutes on other side.
Step 8: Remove from oven, cover baking sheet with foil, and let stand 5 minutes.
Step 9: Whisk oil, wine, vinegar, fennel, and plenty of black pepper together in small bowl. Set aside.
Step 10: Carefully peel potatoes and onions, leaving some of the charred skin intact.
Step 11: Halve onions and cut each half into 3-4 wedges.
Step 12: Quarter potatoes lengthwise, then halve each quarter crosswise.
Step 13: Place potatoes and onions on serving platter and sprinkle with salt.
Step 14: Whisk dressing again and pour over vegetables.
Step 15: Add capers, cover plate with foil, and let stand 5 minutes to blend flavors.
Step 16: Serve warm.
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