In her videos, Alison Roman uses a Dutch oven to make the anchovy mixture but I always use a high-sided six quart pot on my lowest burner for this and I don’t have a problem with scorching or burning. Toss the entire tin of anchovies in there-including the oil! Don’t leave the oil out, as it imparts more flavor. If the paste feels too thick (trust me, you’ll know), I add a bit of chicken broth or beef broth (whatever’s in the fridge) to it to make the consistency more pliable. I wouldn’t use pasta water to change the paste consistency because the pasta water is like liquid glue. DO add pasta water to the pasta while you’re adding the paste, though. It’ll help it adhere to the pasta.