For the boquerones fritos (fried anchovies), remove the anchovies from the brine and dab them on paper towels. Turn them in flour, pressing the flour lightly. Gently shake off excess flour.
Heat oil in a saucepan and deep-fry fish in it for 5 minutes until golden brown. Lift out with a perforated ladle and drain well in a colander or on paper towels. Season with freshly ground pepper and arrange on a plate. Serve the boquerones fritos (fried anchovies) garnished with lemon wedges.