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This pickling method can be used not only for anchovies, but also works really well with other small fish like sardines and herring.
There are three steps to this recipe: brine, pickle and marinate.
For the brine
1 quart water
1 shallot, roughly sliced
1 lemon, cut in half
¼ cup sugar
¼ cup salt
1 pound anchovies, filleted and boned
For the pickling mixture
1 cup Iio Jozo Purple Sweet Potato Vinegar
1 cup water
¼ cup sugar
½ tablespoon pink peppercorns (wrapped in cheesecloth)
½ cup shallots, roughly sliced
Salt to taste
For the marinade
Extra virgin olive oil
1 lemon, sliced thin
Lay out the anchovy fillets in a single layer in a non-reactive baking dish. Combine one quart of water with the first sliced shallot, lemon halves, sugar and salt. Mix well and give the lemons a light squeeze. Pour mixture over the anchovy fillets and allow to brine for 2 hours. Remove, dry and reserve the fillets.
To make the pickling liquid, mix the vinegar, last cup of water, sugar, peppercorns and remaining shallots. Season with salt and pepper to taste. Add the anchovy to the pickling liquid and let sit for one hour. Remove anchovies and shallots, let air dry for 30 minutes and place in container. Arrange lemon slices on top and cover with olive oil. Store in refrigerator.