Preheat oven to 450F or grill to medium-high.
Center one Alaska Cod Fillet on each sheet of heavy duty aluminum foil. Spread Anchovy paste over top of Cod. Combine Tomatoes, Olives, Onion, Capers and Garlic; set aside.
Cut four thin slices off one Mushroom; set slices aside.
Chop remaining Mushroom and combine with Vegetables.
Spoon one-fourth of Chopped Vegetable mixture over Cod.
Top each with one Mushroom slice.
Bring up foil sides. Double fold top and ends to seal packet, leaving room for heat circulation inside. Repeat to make four packets.
Bake 20 to 24 minutes on a baking sheet in oven OR Grill for 9 to 11 minutes in covered grill.
Makes 4 servings.