To reduce the saltiness, just rinse the anchovies in cold water then pat them dry. Alternatively, they can be soaked in milk for about 20 minutes, then rinse and dry.
Jars of anchovies in olive oil are less salty than the canned brands, but they might cost more. However, there are some specialty shops and delicatessens that sell anchovy fillets marinated in olive oil loose by weight. These are sweet and delicious, and can be used in any recipe calling for anchovy fillets.
** Asian Online Recipes