1. Soak the dried cod (stockfish) in cold water in the fridge for 2-3 days, changing the water twice a day; then remove the skin and bones and cut the fish into 5-6 cm pieces.
2. Warm half the olive oil in a pan and gently soften the thinly sliced onions over low heat for 10 minutes; add the anchovies and finely chopped parsley and stir until the anchovies melt.
3. Dust the fish pieces with flour and arrange them in a single layer in a wide heavy-based pan (or baking dish); top each with some of the onion base and sprinkle with grated parmesan and pepper.
4. Pour over the milk and the remaining olive oil so the fish is just covered.
5. Cook uncovered over the lowest possible heat (or in the oven at 140 °C) for 3-4 hours without stirring, just gently shaking the pan now and then; season with salt at the end if needed.
6. Let it rest for 30 minutes and serve with yellow polenta - locals say it's even better the next day.
Tip: The fish shouldn't swim in liquid: the milk and oil slowly cook down into a creamy, thick sauce - it takes patience, so keep the heat truly at its lowest.
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