Heat the EVOO in a large skillet over medium with anchovies; mash with a wooden spoon. Once the anchovies melt into the oil, add the shallots, celery, and garlic; cook, stirring, for 2 minutes. Add about 1/4 cup of water and simmer until it evaporates. Add the chili paste, white vermouth, capers, olives, and zest. Reduce heat to low and cook, stirring occasionally, for 3 minutes.