Select the best anchovies available. Soak 24 anchovy fillets (2½ ounces/60 grams) in cold water for 5 minutes to eliminate excess salt and oil. Dry the anchovies on paper towels and purée them in a food processor with 8 ounces (250 grams) butter. Work the butter through a fine-mesh drum sieve with a plastic pastry scraper or rubber spatula. When used sparingly, anchovy butter is excellent for finishing fish sauces.