Cut the anchovy fillets into small strips.
Pull off the heads and tentacles of the squid.
Remove the thin skin from the squid tubes.
Remove the transparent backbone.
Wash the squid tubes and pat dry.
Wash the heads with the tentacles, cut the tentacles from the heads.
Remove the black, hard "tooth" from the centre of the squid heads.
Finely chop the heads and tentacles.
Wash, shake dry and chop the parsley. Peel and finely chop the shallots. In a bowl, mix the small squid pieces with the anchovies, parsley, shallots, lemon zest, egg and crumbs. Season with salt and pepper.
Fill the squid tubes with the anchovy mixture.
Secure with cocktail sticks.
Wash the rosemary, shake dry and tear off the leaves. Crush the garlic. Heat the oil in a pan and add the rosemary, garlic and squids. Fry for 8-10 minutes until golden brown.