1. Remove the crusts from the bread and cut off the tips of the corners.
2. Flour the cheese lightly and place each slice of cheese between two slices of bread.
3. Pour enough olive oil in a skillet to make a depth of one inch. Heat until hot but not smoking.
4. Dip the sandwiches in the lightly beaten eggs and fry in the hot oil, turning once, until the bread turns pale gold and the cheese starts to ooze out. Pour hot anchovy sauce over the sandwiches and garnish each with a lemon slice.