Step 1
To a large pot over medium-high heat, add the oil, garlic, both bell peppers, chile, and 1½ cups of water and bring to a boil. Stir in the salt and lemon juice, turn the heat to low, and simmer until the peppers are softened, 15–20 minutes.
Step 2
Gently stir in the anchovies, oregano, and black pepper, return to a boil, then turn off the heat, cover, and set aside to finish cooking just until the fish are tender, about 10 minutes. Add more lemon juice to taste and serve hot or at room temperature. The marinated anchovies will keep in the fridge for up to 1 week.