How to Make It
Soak twelve 8-inch wooden skewers in water for about 20 minutes. Cut off the squid tentacles in 1 piece. Cut the bodies crosswise into 1-inch rings. Thread 3 or 4 pieces of squid body onto each skewer and finish with 1 or 2 tentacles.
In a small bowl, using a fork, mash the anchovies with the butter until blended. Stir in the lemon juice and season with salt and pepper.
Light a grill or preheat a grill pan until very hot. Brush the squid skewers with olive oil and season with salt and pepper. Grill over a hot fire or over high heat until lightly charred and just cooked, about 1 minute per side. Transfer the squid skewers to a warmed platter and dab them generously with the anchovy butter. Serve the skewers at once.
Squid is best cooked very quickly (in 2 minutes or less) or very slowly (at least an hour); otherwise, it becomes tough and rubbery. When cooking squid quickly, as in this recipe, remove the pieces from the heat as soon as they look opaque all the way through. If you can't tell, cut into one of the pieces to check its doneness. If it still looks translucent in the center, cook it a few seconds more.