Lay anchovy fillets out on marble cutting board or cookie sheet. Divide lemon juice and zest over top of anchovies evenly. Place in refrigerator and allow to marinate 2 hours. Remove from refrigerator, place in mixing bowl and add salt and pepper, olive oil, parsley and pepper flakes. Stir gently to coat, careful not to break the anchovies. Set aside. (These can stay overnight, refrigerated).
Divide the cheese into 4 equal pieces. Arrange anchovies over and around cheese. Spoon 1 tablespoon marinade over each and serve.