How to Make It
Preheat the oven to 400°. Lightly grease a 9-by-13-inch baking dish with cooking spray.
In a skillet, heat the oil. Add the mushrooms and anchovies and cook over moderate heat, stirring, until the mushrooms are golden, 5 minutes. Stir in the sausage, garlic and thyme and cook, breaking up the sausage until no trace of pink remains, 5 minutes. Season with salt and pepper. Let cool slightly.
Stuff each peppadew with about 1 teaspoon of the filling; arrange in the dish. Bake for about 10 minutes, until the peppadews are hot. Serve warm.