Heat the olive oil in a deep, heavy-bottomed frying pan. Place an anchovy between 2 sage leaves, like a sandwich. Repeat until all the anchovies and sage leaves are used up. Then dip the sage sandwiches into egg and then dredge in flour. Shake off any excess flour. Gently place the sage leaves into the hot oil and let fry until golden and crispy. Transfer to a plate with an absorbent paper towel. Sprinkle with salt to taste while the sage leaves are hot. Serve immediately.