Cod should be cleaned, skinless and boneless. Anchovies should be fresh or defrosted frozen Saute onions in oil until transparent. If using salted stockfish, pre-soak in cold running water for at least 24 hours, and wash pieces individually every 8 hours. In a bowl, mix the parsley, garlic and anchovies. With a fork, spread some of the mixture on each piece of fish, sprinkle with cheese and roll up. Slice rolls into pieces about 1 1/2 inches wide and coat in flour mixed with a little cheese and pepper. Shake off excess. Place fish bits in an oiled shallow roasting pan and cover with sauted onions. Season with salt and pepper, add milk and bake in oven preheated to 140 °C(275F) for 4 hours, turning fish occasionally and adding oil if necessary. Remove from oven, top with more parsley and serve immediately.