Make crostini: Preheat oven to 375°. Slice baguette into ten 1/4-in.-thick slices on the diagonal (save leftover bread for another use). Brush both sides of each slice lightly with oil and sprinkle with salt and pepper.
Set slices on a rimmed baking sheet and bake until golden brown and crisp, rotating pan halfway through cooking, about 15 minutes total. Let cool.
Make topping: Combine peppers, onion, capers, and salt in a medium bowl. Add vinegar, brown sugar, and oil and toss to coat. Marinate at room temperature for 2 hours or chill overnight.
Stir in parsley just before serving or before packing your picnic basket. At the picnic site, spoon strained spoonfuls of the mixture onto crostini and top each with an anchovy.