Wipe peppers with paper towels; do not wash. Working with rubber gloves; remove stem and seeds; being careful not to break the pepper. Stuff each raw pepper with a whole anchovy that has been wiped of excess salt. (It is not necessary to remove soft center bones.) Push peppers into a clean sterilized jar that is long enough to fit the longest pepper. Push gently to bend as many peppers as you can possibly fit very tightly in this jar. Fill with olive oil, moving peppers gently to let air bubbles escape. Cover tightly and let cure in the refrigerator 6-8 weeks. Delicious as an appetizer cut into 1" circles with crusty bread.