Any thoughts on substitutions for the anchovies? Ok if just left out?

I think a little crumbled feta could work well and replace some of the salty kick of the anchovy.

You could consider using a bit of Worcestershire sauce, which also contains anchovies, or perhaps a bit of Oriental fish sauce. Be wary of too much fish sauce though, as it can add a dominate fishy taste.

Your choice...if you don't like anchovies, just omit. Or use something salty, a tablespoon or so, for flavor.