Place the cleaned anchovies in a casserole dish, layering them and sprinkling with salt between layers. Cover with plastic wrap and place the dish in the refrigerator for about 12 hours.
Remove from casserole dish and rinse very well, place the fish in the same way in the same dish (wash it first) and cover with red wine vinegar. Cover and let it sit in the refrigerator again for 5-6 hours.
Rinse again very well and dry. Place the anchovies in an airproof container, and pour over olive oil (make sure it covers all the fish) with a few slices of garlic and some peppercorns or any other herbs you like. It will last about 2 weeks (or more) in the olive oil.
Serve sprinkled with parsley and red peppercorn.