1. Clean, scale, and soak the fish for 1 hour in salted water; then split open and lay flat.
2. Season the flour with salt and Cayenne pepper.
3. Pat the fish dry, and coat with the flour.
4. Heat the oil in a frying pan and shallow fry the fish for 15-20 minutes, turning once, until browned.
5. Garnish with the lemon.
Serve with Anchovy Sauce