Heat the oil in a small frying pan but not too ferociously, as it is essential the oil does not burn.
Crack in the eggs – they should spit immediately but not fizzle with too much enthusiasm. Baste them every now and then with the oil.
When the eggs are done, but the yolks still runny, remove them to a warm plate and immediately sprinkle the capers into the oil. Add the anchovies at once and stir them about. They will collapse quickly.
Add the sage leaves and fry until crisp. This takes seconds.
When the capers and sage leaves are crisped, pour the oil over the eggs.
Serve with a small wedge of lemon and eat with good bread.