Heat oven to 450ºF.
Heat a cast-iron skillet over medium-high heat with 2 tablespoons EVOO, 2 turns of the pan. Add onions and brown on both sides.
Meanwhile, pat chicken dry and loosen skin from meat with your fingers. Combine 4 tablespoons softened butter with rosemary, anchovy paste and garlic, and place butter under skin. Drizzle skin with EVOO and season with a little salt and lots of pepper.
Add bay leaves and wine to onions, arrange chicken on top and transfer to oven. Roast 20 minutes then turn the oven down to 375ºF for 10-15 minutes to finish roasting until juices run clear.