There is no region in Italy that does not use anchovy fillets in some of its dishes. Used wisely, anchovies provide an unseen but firm foundation on which other ingredients can build up flavor. Unfortunately most prepared and tinned anchovy fillets are of the crumbly excessively salty kind that have given this precious ingredient a bad name. When you find a brand, either in cans or in jars, whose fillets are well fleshed and whose flavor enriches a dish without masking the other flavors, stick with it.
Whole anchovies packed in salt, sold loose out of a large tin, are the best of all. You needn’t buy more than ¼ pound at a time, which you will take home, rinse, bone, and keep under good olive oil until you need them. You may discover that served on buttered crusty bread they make one of the world’s most satisfying snacks, and then you will want to buy a larger quantity. Here is how you prepare them:
One by one, hold the anchovies under cold, running water, rinsing off the salt which encrusts them.
Lay an anchovy down on a washable work surface, or on a plate, grasp it at the tail end, and use a small paring knife to scrape off the skin, going from the tail toward the head. Turn it over and do the other side; then remove the dorsal fin, pulling away with it the tiny bones attached to it.
Insert your thumbnail into the end of the anchovy where the head used to be and scrape it along the bone to open the anchovy completely flat, exposing the spine. Snap off the spine at the tail end and pull it away, thus producing 2 spineless fillets.
With the paring knife, scrape away the intestines from the anchovy’s belly.
Most Italians would not be bothered by the small loose bones that may remain because they are so small and soft they are virtually imperceptible. If you are troubled, pick them out with a tweezer.
When all the anchovies are done, rinse the fillets under cold running water, then pat dry.
Choose a rectangular glass or ceramic container that can accommodate the fillets lying flat. Smear the bottom with olive oil, cover with a layer of fillets, pour olive oil over these, and continue in the same manner using up all the fillets. Their top layer must be fully under oil. Wrap the container with plastic wrap and refrigerate. You could also roll up each fillet and store them all in a jar filled with olive oil. The anchovies are most delicious just at this moment, but they will keep quite well for up to 2 weeks. Bring to room temperature before using.