How to roast a pepper:
The lusty, smoky flavor of home-roasted peppers more than justifies the minimal effort required to make them. You begin by charring whole peppers over a flame. You can do this on a barbecue, which is probably the most straightforward way to do it if you have one. Otherwise, you can spear a pepper and hold it closely over the flame of a gas burner, if you have a gas stove. Lacking either of these, you can roast them under a broiler (in which case make sure to use the highest rack in the oven). Whichever method you use, turn the peppers from time to time until they are well charred on all sides. Then place the peppers in a plastic bag (ZipLock bags work well, I find) and allow them to rest for about 20-30 minutes. Not all recipes call for this ‘rest’, but it will help soften the flesh and loosen the skins—and allow the peppers to cool. After this time, or when the peppers have cooled off enough to handle, run them under cold water as you slip off their skins and remove their seeds with your hands. They will tend to break apart along the ‘seams’ that run down the vegetable, which is fine. (But watch out as they will be a bit slippery and may slip down the drain…) Dry them off with paper towels and cut them into strips (thick or thin, according to the recipe and your personal taste.)
You are now ready to use the roasted peppers in any recipe that calls for them.
Now for the recipe: Place your pepper strips in a bowl or container, intermingling anchovy fillets among the strips. (The ratio of anchovy to pepper is a matter of taste, but remember that anchovies have a very strong taste.) Then nestle one or two slightly crushed garlic cloves among the strips. Season lightly, remembering that the anchovies are salty, and pour over fruity olive oil to cover. Allow the peppers and anchovies to sit for at least a couple of hours, but overnight is even better. Serve as an antipasto with crusty bread and good wine.
NOTES: The best peppers for roasting are bell peppers, which are fleshy and have skins that will slip off easily after roasting. Frying peppers, while possible to use, have thinner flesh and skins that are hard to peel, even after roasting. (I know—I used frying peppers for this dish!) Any color pepper—red, yellow or green, or a combination—will do fine. Red peppers, as you may know, are quite sweet, while the green ones tend to be more piquant. Salted anchovies—acciughe sotto sale—make for a finer dish, but canned or bottled anchovy fillets in oil will do perfectly well. If you use salted anchovies, you will need to rinse them well under running cold water, removing the head and center bone (called the lisca in Italian, by the way.You can vary the recipe by adding one or more flavorings to the basic recipe: a few capers, for example, or some red pepper flakes, ground black pepper, parsley, oregano, a few drops of vinegar or a squeeze of fresh lemon juice.
Peppers under oil will keep for quite a while—at least a week—but remove the garlic cloves after 24 hours, as the garlic flavor will continue to intensify and become unpleasantly strong after a while.