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1
Brush a large cookie sheet with olive oil and set aside.
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2
In a medium saucepan, heat the water to a boil and add the salt.
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3
Whisking vigorously, pour in the polenta, slowly, in a thin stream, and cook until quite thick, about 1 minute, switching to a wooden spoon to stir as the polenta thickens.
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4
Pour the polenta out onto a cookie sheet and spread out flat until it covers the sheet, about 1/8-inch to 1/4-inch thick.
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5
Allow to cool 1 hour.
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6
Rinse the anchovies and remove the heads, fins and bones.
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7
In a small saucepan, heat 1/4-cup olive oil over medium heat with the garlic and cook until just light brown.
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8
Add the anchovies and capers and stir until broken up into a paste.
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9
Remove from heat and set aside.
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10
Pour 3 inches of oil into a 6-inch tall frying pan and heat to 360 degrees F. While the oil is heating, cut the polenta into 2-inch rounds, using a grappa glass or cookie cutter, yielding about 40 pieces.
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11
Place 1/4-teaspoon anchovy mixture on 1 polenta disk and make a sandwich by covering it with a second polenta disk.
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12
Dredge each sandwich in flour, then in egg and fry until golden brown, about 3 minutes.
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13
Continue until all the sandwiches are finished.
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14
In a medium bowl, combine the puntarelle, remaining 1/4-cup olive oil, lemon juice and the remainder of the anchovy mixture.
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15
Season with salt and pepper, to taste, and toss well to coat.
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16
Serve with the little sandwiches.
