Alici are anchovies, and this leads to a certain amount of confusion in Italian, because the same fish (Engraulis encrasicolus) are also called acciughe, and some fishmongers have boxes of both for sale. Some people distinguish between alici and acciughe on the basis of how they're sold -- if they're salted or canned they're acciughe -- and in the case of the fishmongers it may be size.
In any case, fresh anchovies are inexpensive, nutritious, and since they are low on the food chain, also healthy. In short, a good fish to consume on a regular basis.
How? You might try this recipe from Pesaro, on the Adriatic Coast:
Alici in Frittata - An Anchovy Frittata
To serve 4 you'll need:
3/4 pound (300 g) fresh anchovies
2 cloves garlic, minced
A small bunch parsley, minced
A pinch of dried oregano, or a sprig of fresh oregano, minced
The juice of half a lemon
1/2 cup (50 g) freshly grated Grana or Parmigiano
Extravirgin olive oil
Salt and pepper
Preheat your oven to 380 F (180 C).
Clean the anchovies and remove their heads and tails. Rinse them, pat them dry, and put them in an oven dish. Season them with salt, pepper, the lemon juice, and one of the cloves of garlic. Cook them in the oven for 15 minutes, remove them, let them cool, and bone them.
Beat the eggs, and ad to them the remaining garlic, parsley, oregano, and grated cheese. Season to taste with salt and pepper. Heat an oven-proof skillet with a goodly drizzle of olive oil, add the eggs, and then the fish, distributing them evenly. Cook, stirring gently, until the mixture thickens, and then transfer it to the hot oven for about 10 minutes to brown.
You can serve the frittata either hot or cold, either as a light main course or, cut into wedges, as an antipasto.
Alice Recipes on About:
Anchovies Marinated in Vinegar, Boquerones en Vinagre.
Veal chops with anchovy and caper sauce
How to Select Fresh Fish
Other Fish Recipes