Drain the pitted Manzanilla olives, anchovy fillets, and pickled guindilla peppers well to remove any excess liquid.
Take a toothpick or small skewer and thread a pickled guindilla pepper onto one end.
Fold an anchovy fillet in half and thread it onto the skewer right after the pepper.
Add a pitted Manzanilla olive to the skewer.
Fold the free end of the anchovy into an "S" or "Z" shape and thread it to secure all the ingredients.
Repeat until you have 15 to 20 gildas.
Serve immediately as an appetizer with white wine, vermouth, or cold beer.