Grill garlic cloves, including the skin, in a toaster or a fish grill for about 10 minutes (skins may be burnt, but that's fine). Once they are cooled, remove the skin and put them in a small pot. Add anchovy fillets and mash with a fork.
Add olive oil and mix. Heat it on low. When it starts to boil, cook it another 3 minutes. Remove from heat and season with miso and black pepper. Stir to dissolve.