Cut each slice of bread into 2 or 4 triangles. Top half of the triangles with mozzarella slices, olives, and chopped anchovies. Place basil leaves on top and season with salt and pepper to taste.

Lay the other half of the triangles over the top and press down round edges to seal. Mix the eggs and the milk and pour into an ovenproof dish. Add the sandwiches and leave to soak for about 5 minutes.

Heat oil in a large saucepan at 350°-375°F or until a cube of bread browns in 30 seconds. Before cooking the sandwiches, squeeze the edges together again.

Carefully place the sandwiches in the oil and deep-fry for 2 minutes or until golden, turning once. Remove the sandwiches with a perforated spoon and drain on absorbent paper towels. Serve immediately while still hot.