Pre-heat the oven to 325°F. In a large skillet, heat the EVOO, three turns of the pan, with the anchovies over medium heat until the anchovies are melted. Add the onions and garlic; season with the thyme, oregano and pepper. Increase the heat a bit and cook the onions, stirring frequently, until light caramel in color, about 20 minutes; season with salt.
Meanwhile, toast the bread on a baking sheet in the oven for 8-10 minutes.
Pre-heat the broiler. Top the toasted bread evenly with the onions and two cheeses. Brown under the broiler for 1-3 minutes.