1. Preheat the oven to 350°. With a pastry brush and 2 tablespoons of the butter, coat the bottom and sides of an 8-by-12-by-2-inch casserole or a baking dish just large enough to hold the mullets comfortably.
2. In a heavy 2- to 3-quart saucepan, combine the chopped tomatoes, shallots, 1 tablespoon of the parsley, and the capers, anchovy paste and dry mustard.
3. Bring to a boil over high heat, stirring constantly, then reduce the heat to low, and simmer uncovered, stirring occasionally, for 10 minutes, or until most of the liquid has evaporated and the sauce is thick. There should be about 2 cups.
4. Meanwhile, wash the mullets inside and out under cold running water and pat them thoroughly dry with paper towels. Lay the fish side by side in the casserole and score the top of each fish with three parallel diagonal cuts about an inch apart and ¼ inch deep. Sprinkle the fish evenly with the thyme, salt and a few grindings of pepper, and spread the sauce over them.
5. Cover the dish and bake in the middle of the oven for 30 minutes, or until the fish is firm to the touch. (Lacking a cover, a sheet of buttered foil will do as well.)
6. With two wide metal spatulas, carefully transfer the fish to a heated serving platter. Remove the shallots from the sauce and strew them over the top.
7. With the aid of a rubber spatula, transfer the sauce remaining in the casserole to a small saucepan and briskly boil it over high heat, stirring constantly, until it is reduced to about ½ cup.
8. Remove the pan from the heat, stir in the remaining 1 tablespoon of butter and 1 teaspoon of lemon juice, taste for seasoning, and pour over the fish. Sprinkle with the remaining tablespoon of parsley and serve at once.
