• Prepare the fish. If using fresh anchovies, start by cleaning them. Gently pull their heads off. Then add them to a large bowl filled with cold water. Allow them to sit for 15 minutes to remove most of the blood. Next, run your thumb through the belly to remove innards. Transfer to a strainer, rinse with plenty of cold water, and let them drain in the strainer for 15 minutes. Pat dry with paper towels.
• If using frozen fish, thaw it in the fridge overnight or submerge it in a large bowl with cold water until thawed.
• Season the fish with fine sea salt.
• Add plenty of flour (all-purpose or millet flour) to a deep plate or dish. Add the fish in batches and coat with flour. Shake to remove excess.

To Fry Anchovies On The Stovetop:

• Half-fill a frying pan with vegetable oil (sunflower, canola, or corn oil).
• Fry the fish. When the oil reads 175°C / 345°F on an instant-read thermometer, add the fish and fry in two batches (or more if your pan isn't deep enough) until golden and crisp. If you don't have an instant-read thermometer, toss a drop of flour in the oil, and it should start frying immediately.
• Transfer to paper towels to drain for 2 minutes before serving.

To Cook Fried Anchovies In Oven:

• Preheat oven to 220°C / 425°F.
• Line a sheet pan with parchment paper.
• Lay the fish on the pan without touching each other.
• Drizzle with olive oil.
• Bake for 15-20 minutes until deep golden in color.
• Serve with fresh lemon to squeeze on top.