One of my favorite things to do with anchovy fillets is make anchovy butter. It is so easy, takes 5 minutes, and keeps well in the fridge or freezer. Even though it's only 3 or 4 ingredients (because depending on the batch of anchovies you have, it may not even need extra salt), it's one of the most flavorful "compound" butters that can be added to any protein, vegetable, or piece of bread.
My favorite way to serve it is as I do here, generously heaped into a baked potato hot out of the oven. A dish so incredible, all it needs is a glass of white wine to go with it.
Yields 1 cup of Anchovy Butter, enough to top at least 4 baked potatoes.