My mother in law is from a quaint little seaside town called Tellaro on the Italian Rivera. Tellaro has a total population of about 300 people.
When it comes to seafood my mother in law is pretty spoiled. The fisherman still go out everyday but Sundays to catch fresh fish. When I call her asking about a recipe, she'll give me advice like "The 'cicale' (mantis shrimp) should still be moving when you buy it" To this day I still have not seen cicale so fresh that they were still alive! (But she doesn't have to know that) Regarding the "acciughe" she says to check their eyes, making sure they are still clear, and that you don't see any red "otherwise they will taste fishy".
This is a very slight adaptation of her recipe. —Flirty Foodie
Make "pastella": Mix together egg, cheese, flour, parsley, garlic, and black pepper. Add about 1/4 cup of water to form batter (pastella). Set aside for 20-30 minutes.
Clean and flatten anchovies. If your fishmonger has not already done so, remove scales, heads, guts and dorsal fins. Flatten the fish by pressing your thumb from head to tail on the guts side of fish. Remove the spinal cord, leave tail intact (as per my mother in law's instructions, but I think you can remove the tail too if you prefer.)
Heat oil in a large heavy bottom pan over medium-high. Line 1-2 plates with paper towels (where you will place fish once fried). Remove garlic slices from batter.
Dip anchovies in batter and then into hot oil. Fry in small batches until fish is golden brown (about 1-2 minutes). Drain anchovies of excess oil, place on plates lined with paper towels. Salt fish. Serve immediately, while still hot.
Note: This is a small enough batch that you probably shouldn't have to worry about fish getting cold before done frying. If making larger qualities, preheat oven to low heat setting. Place drained cooked fish in an oven safe container, place container in oven until ready to serve.