Sauté the onions (see Notes for the best onions to use) in a generous amount of olive oil over gentle heat, seasoning with a bit of salt and pepper and taking care not to let them brown too much. (At this stage of cooking, it helps to cover the sauté pan. This speeds the reduction process and discourages burning. Add a spoonful or two of water if needed.) When the onions are translucent and well reduced in volume, add the chopped plum tomatoes and continue to cook until the tomatoes have totally melted into the onions and any liquid has evaporated. (Once the liquid has evaporated, you will hear the onions begin to 'sizzle'.) Turn off the heat and let the onion mixture cool completely.

Spread the sautéed onion mixture in a 23 cm/9-inch pie or quiche pan lined with a crust of your choice (see Notes for details on different crusts to use). Arrange some black olives and anchovy fillets, roughly chopped if you like, evenly on top of the onions. You should use enough so that every bite will have a bit of olive and a bit of anchovy. Cover the pie with another round of crust, pinch the bottom and top crusts together and then either trim off the edges (as in the photo above) or fold the extra bit of crust inwards to make a nice border. Make slits in the top crust to allow air to escape. (If you prefer, you can also simply prick some holes in the crust.)

Bake the calzone in a moderately hot oven (180° C, 375° F) for about 30-45 minutes, or until the crust is nicely browned and the pie is giving off a wonderfully savory aroma. Allow the pie to cool before serving. You can eat it warm (not hot) but, to my taste, the pie is much better at room temperature—and it tastes even better the day after you make it.