Start by dissolving the sugar in one cup of lukewarm water. Add the dry yeast and wait for it to foam (the sugar helps with the process).
In a large bowl, add the water to the flour and begin mixing by hand (or with a fork). Add the salt, pepper and remaining cup of lukewarm water, a little at time as needed to achieve a soft dough (much softer than if you were making pizza dough). Mix well and work for about 5 minutes.
Cover the bowl with plastic wrap first and then a kitchen towel and place in a warm, draft free area to allow to rise. Full rising should take about 2 hours.
Bring oil to frying temperature (about 350 degrees). If you don’t have a thermometer, drop a tiny piece of dough in the oil. If it rises quickly up and begins frying, your oil is ready.
Using two spoons, take a small glob of dough and place either a full anchovy or a few pieces of baccala’ in the center. Try to cover the filling up as best as you can and drop in hot oil (be careful not to stand to close in case of oil splatter!). Don’t use too much dough for each pizza fritta or they will not cook well on the inside.
Repeat until your frying pan is ¾ full (you need room for pizze fritte to grow).
Remove when golden on all sides and drain on paper towels.
Serve warm and enjoy!