In a large saucepan bring a small amount of water to boiling; add broccoli. Simmer, covered, for 2 minutes; drain. In a medium bowl combine broccoli and olives. For marinade, in a small bowl whisk together anchovies (if desired), oregano, vinegar, oil, garlic, red pepper, and salt. Pour over broccoli and olives; toss to coat. Marinate at room temperature for 10 minutes, stirring occasionally.
Meanwhile, lightly grease the rack of an indoor electric grill or lightly coat with cooking spray. Preheat grill. Drain broccoli and olives, discarding marinade. On 6-inch skewers, alternately thread broccoli and olives, leaving 1/4 inch between pieces.
Place kabobs on the grill rack. If using a covered grill, close lid. Grill until broccoli is light brown and tender. (For a covered grill, allow 3 to 4 minutes, giving kabobs a quarter turn once halfway through grilling. For an uncovered grill, allow 6 to 8 minutes, turning occasionally to cook evenly.) Remove broccoli and olives from skewers. Makes 4 servings.