Pepper, Olive, and Anchovy Skewers (Pintxos Gilda)

"Pincho" means "spicy" in Basque and refers to a wide range of snacks from this region. The Gilda dish takes its name - and inspiration - from the Rita Hayworth film, in which the Spanish-born actress plays a bold and daring femme fatale. This recipe, from Chef Ryan Pollnow at Aatxe ("Ah-chai") restaurant in San Francisco, requires sixteen 4-inch wooden skewers.
When cooking one skewer at a time, skewer the olive about 1 inch from the tip of the skewer. Thread on the anchovy fillet on one side, then on the pepper and another olive. Cover the other end of the anchovy with olive oil. Sprinkle the anchovies with a second pepper to decorate the skewer.* Since it is difficult to find simple Manzanilla olives without pimento filling, you can use the ones with pimento filling and squeeze out the filling with a toothpick if desired. You can find hot and sweet guindilla pepper at latienda.com and amazon.com . If you are using pepperoncinos, wash them first if they seem too acidic.