Gather all your ingredients.

In a bowl, combine the all-purpose flour and semolina flour. Dissolve the yeast in half of the warm water, then add it to the flour. Add the remaining water and knead for about 10 minutes until you have a smooth dough ball.

Let the dough rise for 1 hour and 30 minutes at about 79°F (26°C), either in a proofing drawer or a warm spot in your home.

Divide the dough into 12 pieces and roll each into a ball. Flatten each ball into a circle, using a 3.5-inch (9 cm) round cutter if you have one. Fill each circle with tomato purée, mozzarella, and an anchovy fillet. Important: Make sure the mozzarella and tomato are well-drained—use a strainer to remove excess liquid before filling.

Once filled and sealed well with the tines of a fork, get ready to fry. Heat the peanut oil to 350°F (175°C). Prepare a plate lined with paper towels to drain excess oil. Serve the panzerotti hot.