1. Preheat the oven to 325°F. Place the bell pepper, garlic, Parmesan, anchovies, basil, and olive oil into the bowl of a food processor and blend until smooth. Mix with the polenta.
2. Pat the roast dry with paper towels, place in a roasting pan, and brush with the egg. Spread the herb-polenta mixture on the top and sides of the roast and press it onto the flesh. Loosely tent the roast with aluminum foil. (Do not tightly cover, or the crust will brown.)
3. Roast in the middle of the oven for 1 hour to 1 hour and 15 minutes, or until an instant read thermometer reads 145°F (medium rare). Remove meat from the oven, and let rest for 10 minutes, covered. Cut into slices and serve immediately.
Per serving: 509 calories, 34g fat, 13g saturated fat, 176mg cholesterol, 325mg sodium, 12g carbohydrate, 1g fiber, 1g sugar, 36g protein