Flour the anchovies and fry in heated olive oil. Make layers in a deep plate or kitchenware (earthenware, not metal at all). Heat the rest of the olive oil and sauté the chopped onion, garlic and parsley. Add the laurel, rosemary, salt and pepper. Stir well and add the wine vinegar and wine. When it comes to a boil, leave it to cook for a while. Pour over the anchovies till covered. Place into the fridge for a few days.
Serve with bread or polenta.