First, make the Olio Picante (Spicy Oil): in a small saucepan, combine the olive oil, jalapeños, pepper flakes and paprika and bring just to a simmer over medium heat. Pour the oil (and flavorings) into a heatproof bowl and let cool.
As soon as the oil is cool, cover and refrigerate for at least 8 hours, or overnight.
Strain the oil and keep refrigerated until ready to use. It can be stored in the refrigerator in a tightly sealed jar for up to 10 days – no longer.
Continue to make the Chicken Thighs with Snap Peas and Agliata: combine the garlic, 1/2 cup of the olive oil, the anchovies, parsley and breadcrumbs in a food processor and zap until fairly smooth.
Put the chicken thighs in a large bowl and sprinkle with the breadcrumb mixture, turning to coat well. Arrange the chicken in a single layer on a platter and put in the refrigerator for 15 minutes.
Prepare a gas or charcoal grill for indirect grilling.
Meanwhile, heat the remaining 1/4 cup olive oil in a 10-12-inch sauté pan over medium heat. Add the shallots and anchovy paste and cook, stirring occasionally, until the shallots are soft, about 5 minutes. Add the peas, reduce the heat to medium-low and cook, stirring regularly, until tender, about 15 minutes. Transfer the peas to a platter and set aside.
Place the chicken thighs skinned-side up on the cooler part of the grill, cover the grill and grill, turning once, until the chicken is cooked through, about 15 minutes per side.
Arrange the thighs on top of the beans and serve with a drizzle of Olio Picante.