Heat a pan, with the vegetable oil, over medium heat. Add the anchovies and stir-fry for 2 – 3 minutes. Add the chili peppers, and stir-fry for another minute.
Reduce the heat to medium low, and add the remaining ingredients. Stir well until the anchovies are evenly coated. Stir in the sesame oil and sesame seeds.
Beat the eggs in a bowl with a spoon or a fork. Add the egg to the pan, and swirl it around to cover the pan. When the top begins to set, flip it over to make a half-moon shape. Cut lengthwise into 3/4-inch thick strips.
When all the other ingredients are ready, remove the rice from the rice cooker. Mix well by lightly folding with a rice paddle, or large spoon, until evenly seasoned. Add more salt to taste.
Lift the entire bottom edge with both hands, and roll over the filling away from you. Put firm pressure over the roll with the help of the bamboo mat, if using, to close everything in tightly.
Rub or brush the roll with a little bit of sesame oil for extra flavor and a shiny look. Apply a little bit of sesame oil to a sharp knife. Wipe the knife with a damp towel if the rice still sticks. Cut the roll into 1/2-inch bite sizes.