Bring a large pot of water to a boil; remove from heat. Stir in noodles; let soak until softened (but still undercooked), 3 minutes. Drain; rinse under cold water until cool.
In a small bowl, whisk together chili sauce, lime juice, soy sauce, brown sugar, and anchovy paste. In a large nonstick skillet, heat 2 tablespoons oil over medium-high heat. Add garlic, and cook until fragrant, about 30 seconds. Add shrimp; cook, tossing often, until just opaque throughout, about 3 minutes. Transfer shrimp to a plate.
Return skillet to medium-high heat. Add remaining 2 tablespoons oil along with the noodles and chili-sauce mixture; cook, tossing, until combined, about 1 minute. Add bean sprouts, scallions, and shrimp. Pour in egg; toss until noodles are coated and cooked through, about 2 minutes. Serve, topped with garnishes, if desired.