Choose medium-sized eggplants with taut skin and uniform coloration that feel firm and heavy for their size. Large eggplants, particularly older ones, may be seedy or bitter. Serve with crispy flatbread.
Preheat oven to 450°.
Pierce eggplants several times with a fork; place on a foil-lined baking sheet. Bake for 45 minutes or until blackened, turning frequently. Cool slightly; peel. Drain eggplant pulp in a colander for 5 minutes; chop.
Combine tomato paste and next 5 ingredients (through ground red pepper) in a small bowl, stirring until smooth.
Heat oil in a large nonstick skillet over medium-low heat. Add onion and garlic; cook 6 minutes or until tender, stirring occasionally. Stir in eggplant, tomato paste mixture, bell peppers, and anchovies; cook 10 minutes. Remove from heat; stir in parsley. Spoon mixture into a medium bowl. Cover and chill.