There's an issue here. Whole foods are not as fragile as processes refined foods. Anchovies are not refined corn oil. The PUFAs are not destroyed because its not subject to anything that resembles the processing used for making corn oil. The same principles follow for things like fructose. Fruit is not HFCS.

The dish looks insanely good. Eat it and enjoy without guilt.

The research seems to be mixed. Flax seeds, for example, have proven to be extremely heat-stable when baking and show little, if any, reduction in n-3 when cooked. Flax seed oils, on the other hand, tend to have significant reductions in n-3 when cooked. Some other research I've found has stated that n-3 in fresh oils stands up fairly well to heat, as long as its not excessive.

N-3 destruction via heat isn't going to be an instantaneous thing, though. Since you're dealing with anchovies and those little suckers are tiny, you're probably flash-frying them. I don't think I'd worry much about it as long as you stick with buying the better brands that heat-stress the oils less, and fry them just long enough to get your desired crispness.

You are probably getting a lot of good benefits from the anchovies, even if the Omega 3 isn't optimal. Eating the whole fish (with the heads on, which is the only way I see the tiny dried anchovies) has a lot of benefits without the Omega 3. Also, there may be more damage from the drying process than the flash frying.

The recipe looks delicious! I often get stir fried dried squid from the Korean market, which does have corn syrup, but this recipe looks similar that I can adapt :)

I have the same question and glad to find this post - I bought some "crunchy anchovies" from an asian market. Definitely a snack food (omelette and salad topping too), but listed with high protein, relatively low carbs, basic ingredients. They are fried in palm oil. I am hoping they are a good source of omega 3s too. Waaaay cheaper than jerky and nuts.