Warm 3 tablespoons of the olive oil in a heavy sauté pan over very low heat. Add the onions, garlic, salt to taste and herbs. Cover and cook over the lowest possible heat setting for about 1 hour., stirring occasionally with a wooden spoon. The onions must not color and stay white and puree soft like after 1 hour of cooking. Remove from the heat and remove and discard the bay leaves and thyme sprig. Stir in the mashed anchovies.
Preheat oven at 350º.
Line a large rectangular cookie sheet with parchment paper.
Flour a work surface and place the puff pastry sheet on it. With a rolling pin roll out the dough thinly to approximately the shape of a baking sheet.
With the help of the rolling pin transfer the puff pastry to the baking sheet.
Roll around 1/2 inch of pastry from the borders and turn over itself to crate a border all around the edge of the puff pastry. Press down firmly. Prick the surface of the pastry lightly here and there.
Crumble goat cheese all over the pastry and flatten as much as possible with the back of a baking knife or spatula. Spread the onion mixture over the goat cheese. Push the olives into it, onw by one, half buried and regularly distributed.
Brush the rim of the pastry with little of the remaining olive oil and then sprinkle a little of the remaining 2 tablespoons of olive oil on the surface of the onions.
Place in the hot oven and bake until the rim of the pastry is golden and crisp. Around 30 minutes.
Remove from the oven and grind over some pepper.