It is anchovy season in Istanbul. It is the favorite of the Turkish Black Sea reason. It is small, delicious, best when fried. However it is also very smelly when fried. And ofcourse frying is always a burden.
So here is an alternative cooking method for you. Use the oven. After mixing the anchovies with olive oil and sprinkling with corn flour and salt; you are ready to cook. They will be ready in no time. Crispy and delicious. You do not have an excuse for not making them at home anymore.
If you are in Turkey, the fishermen will clean them up for you if they are not busy. You can ask them to keep the heads on if you like. When they are very fresh the fish bones will not be an issue even with the kids.