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To make the crust, combine all the ingredients with a pinch of salt. Pour in 120ml of warm water and bring everything together, then knead for about 10 mins to form a smooth ball of dough. Divide the dough into two balls, then roll out each one to a thickness of 0.5cm on a lightly floured surface.
Lay a chicken leg in the middle of each sheet of dough, then fold in the sides to form parcels – a bit like a pasty. Put the parcels on a tray lined with baking parchment. Can be prepared a few hours ahead and chilled in the fridge until ready to cook.
Heat oven to 200C/180C fan/gas 6. Bake the chicken parcels for 45 mins, then remove from the oven and leave to stand for 20 mins. Carefully open the parcels with a sharp serrated knife, then lift the chicken onto a baking tray. Grill the chicken for 5 mins to crisp up and colour the skin – or use a blowtorch if you have one, which would be faster and more even.
Chop some of the bread parcel into chunks and grill until crisp, then transfer to a bowl and toss with the lettuce, carrot and tomatoes. Dress the salad with the olive oil and the vinegar. Serve each chicken leg with some salad topped with the anchovies, and with a blob of salad cream on the side.