This is a traditional, very clever way of preserving redundant, fried fish, in this case, anchovies. I come from middle Europe and we have exactly the same way of preserving fish, albeit anchovy is usually replaced by carp. The method works very well and besides its preserving wonder, it creates a totally new dish out of cold and tired fried fish. It is one of the oldest way of preserving fish and it is probably as old as vinegar itself, creating similar recipes in Moroccan cuisine, ancient Roman cuisine and many others.
Prepare a dish large enough to accommodate all the fried fish in one layer. First add the vinegar and the chopped garlic, the oregano, the bay leaf and the saffron threads. Let all the ingredients marinate and reserve.
Clean the anchovies, remove intestines and heads, salt and flour. Fry in abundant olive oil, let them cool and add them to the marinade that you have prepared in the previous step.
In a frying pan fry the chopped onion with a little olive oil and add the peppercorns and cumin. Once the onion is stir-fried, add the content of the skillet to the dish where the anchovies are. Then keep the whole in the refrigerator for a couple of days and then consume it cold or hot.