Roast two small peppers, take off their skins, remove the seeds, and
cut into strips. Take two tomatoes (not too ripe), boil them, remove
the skins and seeds, and cut into thin strips also. Then wash two
anchovies, remove the bones, and cut also into strips. Take a small
baking-dish, put in the strips of peppers and tomatoes and the
anchovies. Add two tablespoons of good olive-oil and put on the top of
the stove until the ingredients boil. Then break into the dish four
eggs, taking care to keep the yolks whole. Add salt and pepper, and
put the dish into the oven until the eggs are cooked.
Source:
Simple Italian Cookery 
