The name pissaladière can make you think of pizza, but it derives from the anchovy paste, pissala, that is sometimes stirred into the onions to intensify their flavor.
To make the dough:
Whisk the flour, salt, and sugar together in a large bowl.
Stir the yeast into the warm water and, when it's dissolved, whisk in the olive oil and egg (make sure the egg is not cold). Using your hand, a sturdy rubber spatula, or a wooden spoon, make a little well in the center of the flour, then pour in the yeast mixture and mix until you have a rough dough, a matter of minutes.
Turn the dough out onto a lightly floured work surface and knead for about 5 minutes, or until it is smooth. Rinse out the bowl, rub it lightly with oil, and turn the dough around in it until it glistens with oil. Cover the bowl, set it aside in a warm place, and let the dough rise for at least an hour, or until it has doubled in size.
While the dough is rising, make the onions:
Pour the olive oil into a large skillet (nonstick is nice here) and warm it over low heat. Toss in the onions, thyme, and bay leaf, stirring to coat everything with oil, then cook, stirring often, until the onions are translucent, soft, and golden, about 45 minutes, maybe more—this isn't a job you should rush.
While the onions are cooking, chop 6 of the anchovies. When the onions are cooked, pull the pan from the heat, stir in the anchovies, which will dissolve into the onions, and season lightly with sea salt and generously with pepper. Set aside until needed.
Assemble and bake:
Center a rack in the oven and preheat the oven to 425°F.
Press down on the dough to deflate it, turn it out onto a lightly floured work surface, cover it with a kitchen towel, and let it rest for 5 to 10 minutes. Line a large baking sheet lined with a silicone baking mat or parchment paper.
Roll the dough out on a floured surface until it is about 10 x 14 inches. The exact size of the rectangle isn't really important—what you're going for is thinness. Transfer the dough to the baking sheet and top it with the onion mixture, leaving a scant inch of dough around the edges bare.
Bake the pissaladière for about 20 minutes, or until the dough is golden. Pull the pan from the oven, decorate the top with the olives and remaining anchovies, and bake the pissaladière for 5 minutes more, just to warm the new additions. Serve hot, warm, or at room temperature.