Pull the squid wings away from the body cavities. Roughly chop the wings and the tentacles and set aside.
For the filling, heat the oil in a frying pan over a medium heat. Add the onion and anchovies and cook for 8 minutes until the onion is soft and translucent. Stir in the chopped squid and garlic and cook, stirring for 1 minute. Leave to cool, then stir in the remaining filling ingredients.
Stuff the squid body cavities with the filling, using a teaspoon to help push the filling in. Fill only three-quarters of the way up, then secure the ends with cocktail sticks.
Heat the oil in a large, heavy-based frying pan over a high heat. Add the squid and cook for 1–2 minutes on each side until golden brown. Pour in the tomatoes and wine and bring to the boil. Reduce the heat and simmer for 25–30 minutes until the sauce has thickened and the squid is so tender that it offers no resistance when pricked with a fork. Serve garnished with chopped parsley, accompanied by steamed potatoes or soft polenta.