Sieves are used to make impling jars. When players use anchovies with a pestle and mortar, they create anchovy paste. Once the player obtains eight, and uses them on a sieve, anchovy oil is created.
Players can get sieves by talking to the chemist in Rimmington about impling jars. One can also be obtained in exchange for a rotten apple by talking to Elena during Mourning's Ends Part I.