Roasted Artichokes With Anchovy Mayonnaise

Name: Roasted Artichokes With Anchovy Mayonnaise
Ingredients: 1 large lemon; 4 medium artichokes (about 2 pounds); Salt and pepper; 1 large bunch thyme sprigs; Extra-virgin olive oil; 2 tablespoons roughly chopped parsley, for garnish; 1 cup mayonnaise, preferably homemade; 6 anchovy fillets, rinsed, blotted and finely chopped; 1 teaspoon capers, rinsed, blotted and finely chopped; 1/2 teaspoon grated lemon zest and 2 tablespoons juice (from 1 lemon); 1/2 teaspoon grated garlic (from about 2 medium cloves); Pinch of ground cayenne; Salt and pepper, to taste; Lemon wedges (optional)