Preheat the oven to 200C/400F/gas mark 6. Remove the outer skin from the garlic bulb and slice off the top to expose all the cloves. Place the bulb in the centre of a large square of kitchen foil, add the thyme sprigs, drizzle with 1 tsp of olive oil and sprinkle with salt. Wrap in the foil, put in a roasting tin with the peppers. Roast in the top of the oven for 20-30 minutes, turning the peppers once or twice, until they have blackened in places.
Remove the peppers from the tin, drop them into a plastic bag and set aside until cool enough to handle. Return the garlic parcel to the oven for another 35 minutes, or until it feels soft when pressed.
Meanwhile, slit open the peppers, working over a bowl so that you catch all the juices, then remove and discard the stalks, seeds and skin. Tear the flesh into 1cm-wide strips and add to the bowl of juices with the chopped garlic clove, vinegar, the remaining thyme leaves and the rest of the olive oil. Stir well together.
Remove the garlic from the oven and set the parcel aside. Toast the slices of bread. Unwrap the roasted garlic, squeeze some of the puree from each clove and spread it on the toast while both are still hot. Sprinkle with a few salt flakes and some black pepper. Season the pepper strips with a little salt to taste and spoon on to the garlic toast. Garnish each slice with the anchovy fillets, drizzle over some of the pepper juices and serve while the toast is still crisp.