In a 12 inch to 14 inch saute pan, heat oil over medium heat until smoking. Add onions, anchovies and thyme and cook, stirring regularly until golden brown and very soft, about 20 to 25 minutes. Remove from heat and allow to cool.

Meanwhile, place flour, olive oil and milk in a mixing bowl and use your hands to toss to form loosely bound "dough." Form into a ball, wrap in plastic and chill 10 minutes.

Preheat oven to 425 degrees F.

When onions have cooled, mix with eggs and cream and season with salt. Divide dough into 4 pieces, roll into 4 inch rounds and crimp edges. Divide onion mix on to rounds, place rounds on a cookie sheet with parchment and bake 20 minutes until golden brown. Serve warm or at room temperature.

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