Preheat a ridged stovetop grill pan or outdoor grill. Season tuna with salt and pepper. Brush grill pan or grill with oil. Grill tuna until well browned but still rare, about 2 minutes per side; the flesh will be firm and tight. For medium rare, cook 1 minute more, until the flesh begins to pull apart. For medium, cook 2 minutes more, until the flesh flakes apart.

Meanwhile, in a small saucepan, combine lemon zest and juice, anchovies, oil, and garlic. Bring to boil over medium heat, remove from heat, and stir in oregano and basil. Serve immediately with sauce spooned over tuna.