Preheat oven to 180°C. Line a baking tray with aluminum foil.
Clean squid tubes. Remove any tentacles, spine and outer skin. Rinse under cold water and drain on paper towel.
In a bowl combine rice, coriander, garlic, chilli, prawns, anchovy and lemon zest.
Stuff mixture into squid tubes leaving 2.5cms at the end unfilled. Secure end with a toothpick.
Heat a large saucepan coated with olive oil spray over medium-heat.
Add squid tubes and cook on each side until browned (about 5 minutes).
Squeeze juice of half a lemon over the prepared tray and place squid tubes on top.
Spray with olive oil spray and place remaining lemon half on top.
Cover with aluminium and bake for 10 minutes. Remove from oven and turn squid. Return to oven, still covered for another 10 minutes.
Remove aluminium foil from squid and squeeze baked lemon over the top of the squid tubes. Return to oven and bake for a further 10 minutes or until squid is cooked. Serve immediately.