Batter for frying: Mix a cup or two of all-purpose flour with a pinch of salt and enough sparkling water or beer to make it the consistency of cream. If it's too thin, add more flour. Let it sit and thicken some more for a half-hour or more.
Anchovies for frying: Get enough fresh anchovies for a half-dozen or more per person. If you can't find fresh anchovies, fresh sardines can be substituted. If you can't find them in your local fish market, they might be available fresh and live at a coastal bait shop. If the fishmonger hasn't cleaned them because he's too tired or busy that day, fillet the fish by snapping off its head and slipping your finger in at the exposed neck, gutting the fish from top to bottom and removing the spine and skeleton. Rinse clean and pat dry.
Squash blossoms for frying: Fresh zucchini blossoms are preferable, but blossoms from other summer squashes can be used. Inspect the interior of the blossom for bugs and pick them out if necessary, rinse the flowers with water and pat dry. Insert a sliver of mild but flavorful cheese, soft enough to melt, like fontina, and press the end of the blossom closed.
Frying: Fill a large frying pan one-half to three-fourths of the way up the sides with a mixture of vegetable oil, such as corn or canola, and olive oil for flavor. Heat over medium-high flame. Dip the squash blossoms in the batter and set them in the hot oil, turning after a few minutes and cooking until nicely golden on all sides. Remove with a slotted spoon, drain on paper towels and keep warm on a plate in a low-temperature oven. Sprinkle lightly with good, coarse sea salt before serving. Do the squash blossoms before the fish because the latter will flavor the oil. Dip the fish fillets in the batter and place them in the hot oil, turning after a few minutes and cooking until nicely golden on both sides. Drain on paper towels and keep warm in the oven until ready to serve. Sprinkle lightly with sea salt. Serve with lemon wedges alongside.