Clean the anchovies by removing the entrails and heads, and then rinsing out the belly cavity.
Add a layer of sea salt to the bottom of the glass container in which you want to store your anchovies.
Add a layer of anchovies, followed by another layer of sea salt, followed by more anchovies.
Continue layering until you have used up all of the anchovies, and finish with a layer of salt, making sure to completely cover all of the fish.
To ensure that all of the fish are well preserved, mix up a batch of brine solution. This is achieved by adding salt to warm water, and dissolving as much salt into it as you possibly can. Once you have your brine solution ready, pour it over your anchovies and salt, just covering them.
Cover your container and put it into the fridge for about 3 months. (Yes, you read that right!) ;)
Once 3 months have passed, you can start to take a look at your anchovies. They should now be cured and have a light brown flesh color.
Remove a few anchovies from the salt. I like to prepare just a few anchovies at a time, not more than what I think I'll use in a week or two.
Fillet each anchovy by removing the spine section with your fingers.
Add the anchovy fillets to a bowl with fresh water. While you can eat them immediately, they tend to be too salty if you don't leave them in salt water for a little while first.
After an hour or two, check on the anchovies for saltiness. If you still find them way too salty, you may want to change the water, and leave them for another hour or two. This part depends on how salty your particular anchovies have become, and your taste.
Once the anchovies have reached the desired level of saltiness, dry them off on a cotton or paper towel, and place them into the container in which you want to store them.
Cover with extra virgin olive oil, and you are done!