Sandwich a slice of mozzarella and an anchovy fillet between two pieces of bread for each carrozza. For the batter, beat the eggs and milk together in a bowl. Dip the carrozza sandwiches into the batter, turning to make sure they are fully coated. In a saute pan, heat the extra-virgin olive oil and cook the sandwiches until they are golden brown on each side. Add a dash salt to season and serve immediately.