In a frying pan or skillet over a medium flame, sauté the anchovies, 4 tablespoons of soy sauce, the garlic, scallion, sugar, and oil for 15 minutes, stirring. Keep aside.
Poke a hole through each pepper so that sauce can seep through while it is cooking.
In another frying pan, sauté the peppers for 5 minutes over a medium flame using 2 tablespoons of soy sauce. Remove from heat and combine the peppers with the anchovies and saute together for 5 minutes over a medium flame. Sprinkle with sesame seeds. Serve hot or cold.