This is a staple of Andalusian gastronomic tradition, primarily from the cities of Málaga, Cádiz, and Huelva, which for centuries have held the secret of the best "pescaíto frito." According to the historian Almudena Villegas, it is "a typical Mediterranean recipe, linked to 2 1000-year-old products: olive oil for frying, and small or cubed fish."
Anchovies, squid, mullet, whiting, yellowtail, flour, and extra virgin olive oil (you can substitute other fish, as long as they are small). Once cleaned, the fish are seasoned and floured just before being batch fried in oil heated to about 300ºF.
There are several stages to good frying: the most important thing is to choose high-quality fish. Next, heat the oil to the precise temperature. And finally, remove the excess flour. This is best achieved by placing the floured fish in a sieve and shaking it quickly. "You must always use clean oil, and don't wait for it to smoke, as that means it's burning. It is helpful to use a thermometer," advises María Llamas, from the Alambique cookery school.