In a large saucepan bring a small amount of water to boiling; add broccoli. Simmer, covered, for 2 minutes. Drain well. In a medium bowl combine broccoli and olives. For marinade, in a small bowl whisk together anchovies (if using), oregano, vinegar, oil, garlic, red pepper, and salt. Pour the marinade over the broccoli and olives. Marinate at room temperature for 10 minutes, stirring occasionally. Drain broccoli; discard marinade.
On long metal skewers alternately thread broccoli flowerets and olives. Grill on the rack of an uncovered grill directly over medium heat for 6 to 8 minutes or until broccoli is lightly browned and tender, turning occasionally. Makes 4 servings.