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Heat the oven to 200C/180C fan/gas 6. To make the dressing, mash the anchovy on a board, and chop the capers into the mashed anchovy. Scatter the parsley over and chop everything together until it’s all finely chopped and combined. Tip into a bowl with the shallot, mustard, vinegar and oil, stir well and set aside.
Tip the quartered onions into a small roasting tin, drizzle with some of the oil, season, and toss. Roast for 10 mins, then toss the leeks through the onions. Roast for 15 mins more until the veg is golden and soft.
Lay the spring onions in the tin and the salmon fillets on top, skin-side down. Season and drizzle with the rest of the oil. Roast for another 10 mins. When the salmon is cooked through, remove from the oven and spoon half the dressing over everything. Bring the tin to the table and serve the remaining dressing on the side.