How to anchor a shed on a gravel base?
Your anchors can pass through the gravel into the soil/earth below. Ensure that you have anchors of sufficient length to pass requirement for your area and the gravel aspect becomes unimportant. By that, I mean, install the anchors, then place the gravel.

A quick search presented screw-in anchors with 66" total length. If you do not have bedrock at such a shallow depth (for bedrock), you may be able to use such an anchor to meet code.