Anchovies are strong-flavored and lean, with soft dark-colored flesh. Canned or salted anchovies should be rinsed and used as a flavoring. White anchovies, cured in vinegar and imported from Spain, are particularly delicate tasting (no need to rinse them). Grilling is typical for whole fresh fish, though broiling may be easier if they are very small. Anchovies are a saltwater fish.