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© Meredith Corporation. All rights reserved. Used with permission.
Preheat oven to 450°F.
Combine mozzarella, mayonnaise, mustard, anchovies, capers and pepper in a small bowl. Spread the mixture over 2 slices of bread. Top with the remaining bread to form sandwiches.
Whisk egg and milk in a small shallow dish. Combine flour and cayenne in another small shallow dish. Dip each sandwich into the egg mixture and turn to coat, letting the excess drip off. Dredge lightly in flour and dip again in the egg mixture.
Brush a heavy ovenproof skillet, preferably cast-iron, with oil. Heat over medium-high heat. Add the sandwiches and cook until the underside is golden, about 1 minute. Turn the sandwiches over and transfer the pan to the oven. Bake until golden and heated through, 8 to 10 minutes. Serve immediately.