Lay slices of prosciutto and mozzarella between 2 anchovy fillets (like a sandwich), and sprinkle with salt and pepper. Pour the breadcrumbs and flour onto 2 separate plates, and put the egg in a small bowl. Dredge the anchovies in the flour, followed by the egg wash, and then in the breadcrumbs. Heat olive oil in a pan until very hot, and then fry the anchovies in batches until golden on both sides.
Recipe courtesy of David Rocco