1. Preheat oven to 450F.
2. Wash red peppers, and drain well.
3. Place peppers on cookie sheet and bake about 20 minutes, or until skin of peppers becomes blistered and charred Turn peppers with tongs, every 5 minutes.
4. Place hot peppers in large kettle. Cover kettle, and let peppers stand 15 minutes.
5. Peel off charred skin with sharp knife. Cut each pepper into fourths. Remove ribs and seeds, and cut out any dark spots.
6. In large howl, combine olive oil, lemon juice, salt, and garlic. Add peppers, and toss lightly to coat with oil mixture.
7. Pack pepper mixture and anchovy fillets into 1-quart jar; cap. Refrigerate several hours or overnight. Serve as an appetizer or use in a tossed salad. Makes 1 quart.
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