Make the crostini: Preheat oven to 350 degrees. Arrange baguette slices on two large rimmed baking sheets; brush both sides with oil, and season with salt and pepper.
Bake until golden, 15 to 20 minutes, rotating sheets halfway through (if undersides are not browning, turn crostini over once during baking). Let cool on baking sheets.
Make the toppings: Preheat oven to 450 degrees. Drizzle peppers with olive oil and season with salt and pepper. Roast for 15 to 17 minutes until lightly browned and tender. Remove from oven. When cool enough to handle, slice peppers in half.
Place a piece of roasted pepper on each crostini and top with a strip of anchovy. Garnish with parsley.