Mix the cornmeal, salt, and pepper in a bowl. Place the drained anchovies in the bowl and coat them on all side with the cornmeal.
Drizzle a tablespoon of sunflower oil into a pan. Arrange the anchovies in a wheel, placing them side by side tightly with their tails pointing toward the center of the pan.
Cook the anchovies on high heat for 4-5 minutes. Drizzle in more sunflower oil if needed.
Once one side is golden brown, cover the pan with a flat plate, hold onto it and turn the pan over. Add a little more sunflower oil to the pan and slide the anchovies back in.
Once this side has cooked for 4-5 minutes, transfer the anchovies to a serving plate. Repeat the process until all of the anchovies are used up.