Daphne, I remembered seeing Mario Batali cooking fresh anchovies, and looked up some of his recipes for you.
Marinated Fresh Anchovies: Alici Marinate
2 pounds fresh anchovies
2 cups white wine vinegar
2 cups extra-virgin olive oil
2 tablespoons dried oregano
2 tablespoons red chile flakes
1 bunch Italian parsley, finely chopped to yield 1/4 cup
4 cloves garlic, sliced paper thin
2 tablespoons sea salt
Using scissors, trim the fins off of all the anchovies. Using a sharp paring knife, gut the fish, and rinse well. Cut off the heads and carefully remove the spine and pin bones by pulling from the top with the index finger and thumbnail. Separate the 2 fillets and rinse again.
Lay 1 layer of the fillets in a deep oval quiche plate and sprinkle over with vinegar. Continue until all the fish fillets are in the plate and pour over the rest of the vinegar. Let sit to marinate for at least 4 hours in the refrigerator.
Drain each anchovy from the vinegar, rinse, and pat dry with a kitchen towel. Wash out the oval quiche plate and dry well. Lay the cured anchovies into the quiche plate, one layer at a time, with 2 or 3 tablespoons olive oil, a pinch of oregano, a sprinkle of chile flakes, a sprinkle of parsley, a couple of garlic slices, and a sprinkle of salt. Layer until all of the anchovies are finished and allow to marinate at
least 2 hours, refrigerated.
To serve, bring anchovies to cellar temp, just about 58 degrees F, and place 8 or 9 on each plate drained of oil. The cured anchovies will last like this for 1 week in the refrigerator.
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Grilled Local Anchovies
1 pound fresh anchovies
2 lemons
4 ounces extra-virgin olive oil
Sea salt and fresh ground black pepper
1/4 cup Italian flat-leaf parsley, chopped
1/2 cup pitted olives
Heat charcoal grill.
Under cold running water, scale and gut the anchovies, removing the gills, but leaving the head and tail intact. Remove the fins. Open the body cavity, and using your thumbnail, loosen the meat of the fish from the spine. Gently remove the spine by twisting or cutting it off at the
base of the anchovy's head and tail.
Grill the anchovies over a hot charcoal fire, skin side down for about 2 minutes, or until the flesh of the fish becomes white. Transfer to a large serving platter, arranging the anchovies skin side up on the platter. Squeeze a little lemon juice over the fish. Drizzle with olive oil and season with sea salt and pepper. Sprinkle the parsley and olives over the anchovies and serve immediately.