How to Make It
Preheat oven to 400°F. Heat a large cast-iron skillet over medium-high. Remove kohlrabi leaves from bulb, and thinly slice leaves to equal 1 packed cup; set aside. (Reserve remaining greens for another use.) Peel kohlrabi bulbs, and cut into small wedges. Toss together kohlrabi wedges and 1 teaspoon olive oil in a large bowl. Place wedges in hot skillet, and cook, undisturbed, until brown around edges, about 6 minutes.
Transfer skillet to preheated oven, and roast wedges, stirring occasionally, until tender when pierced with tip of a knife, 12 to 15 minutes. Place kohlrabi wedges in a large bowl.
While kohlrabi cooks, heat extra-virgin olive oil in a small skillet over low. Add anchovies, garlic, and crushed red pepper; cook, stirring occasionally, until anchovies are sizzling and garlic is tender, about 5 minutes. Transfer anchovy mixture to a mini food processor. Add lemon juice and white wine vinegar to anchovy mixture, and process until blended, about 10 seconds. Transfer to a small bowl, and stir in parsley.
Add sliced kohlrabi greens and water to skillet over medium. Cook, stirring constantly, until greens are wilted, about 1 minute. Transfer greens to bowl with wedges, and toss with bagna cauda sauce. Serve immediately.