Preheat the oven to 180ºC/350ºF/gas 4. Peel and quarter the onions, then pick the quarters apart into petals straight into a 20cm-wide, deep ovenproof pan on a medium-high heat. Add 1 tablespoon of olive oil and the anchovies and stir occasionally while you peel and slice the garlic. Squash the olives, leaving the stones in, then stir into the pan with the garlic. Cook and stir for 2 minutes, then pour in the wine and add the saffron, if using.
Trim the base of the cauliflower, then use a sharp knife to carefully score a deep cross into the stalk. Remove only any tatty outer leaves, leaving the rest intact. Sit the cauliflower in the pan, stalk side down, and drizzle with 1 tablespoon of oil. Spoon some of the onions and liquid over the cauliflower, then bring to the boil and carefully transfer the pan to the oven for 1 hour 30 minutes, or until the cauliflower is tender (check by inserting a sharp knife). Baste it with the pan juices twice during cooking.
Carefully lift the cauliflower on to a platter and spoon over the soft onions, olives and fragrant juices from the pan. Slice, and serve.