The Italian tuna sauce is best known as the creamy condiment in vitello tonnato, a traditional Piedmontese veal dish. Tonnato is a classic Italian sauce made from preserved tuna and anchovies, lemon juice, olive oil, and egg yolks. What does tonnato sauce taste like? The fish is never too overpowering; it provides a backbone of umami that grounds the creamy sauce. Purée drained tuna, ¼ cup oil from the jar, ½ cup mayonnaise, 2 oil-packed anchovy fillets, 3 Tbsp.