Trim the fennel and cut it into chunky wedges.
Give the squid a wash, then remove the tentacles, and cut off and discard the head at the top of them.
If the squid are large, you might need to peel off the outer membrane (look online for advice) before cutting the body into chunky rings; if using baby squid, leave the bodies whole.
Wash the prawns, cut a slit down the back of each one and pull out and discard the dark “vein” running along the prawn’s back.
Wash the small fish.
Pat everything dry.
Pair up the sage leaves with ones of fairly equal size, then sandwich an anchovy fillet between each pair (you may need to trim one end off some of the anchovies for neatness).
Put the flours in a large bowl and season with salt.
Put a little more plain flour on a plate.
Pour enough neutral oil into a large, heavy saucepan to fill it by no more than a third and heat to 190C (alternatively, set a deep-fat fryer to heat to 190C).
Turn on the oven to low and line a baking tray with kitchen paper.
When the oil is almost up to temperature, quickly stir the cold sparkling water into the bowl of seasoned flours, mixing as little as possible; don’t worry if there are lumps.
As soon as the oil is ready, toss the fennel in the plate of flour to coat, shake off the excess, then dip it in the batter.
Shake the excess back into the bowl and carefully drop the fennel into the hot oil (don’t overcrowd the pan or the oil will cool down too far and its contents will go soggy, so if necessary fry everything in batches), stirring once so it doesn’t stick or clump.
Fry for a couple of minutes, until pale golden brown, then scoop out with a slotted spoon on to the kitchen paper, blot off any excess oil and put in the low oven to keep warm.
Repeat with the prawns, followed by the squid, then the little fish, and finally the sage and anchovy sandwiches, making sure the oil comes back up to temperature each time, and bearing in mind that the prawns will probably take a little longer (three or so minutes if they’re large specimens) than the squid.
Go by eye: the batter should be crisp and pale gold, rather than bronzed.
Once everything is fried and ready, tip on to a serving plate, season with salt and serve with lemon wedges to squeeze over the top (and with a bowl for the prawn heads and shells).
