This is the ultimate "secret ingredient you will never guess" recipe, and a very satisfying appetizer which leaves people surprised and licking their fingers-- literally. Its a bit messy, but in a friendly way with flavors and textures that are mysteriously sweet, salty, citrusy, sumptuous and crisp. It is basically a savory adaptation of croquembouche, with Mediterranean aromas. (I use Mark Bittman's recipe for pâte à choux, because why mess with the best?) Enjoy! —nogaga
For the cream puffs: Heat oven to 400 and line a baking sheet with parchment paper. Put the butter and a pinch of salt in a saucepan over high heat; add 1 cup water and bring to a boil. Turn the heat to low and add all the flour at once; stir constantly until the mixture pulls away from the pan and forms a ball, about 30 seconds. Remove the pan from the heat and beat in the eggs one at a time; use an electric mixer if you like, and beat until the mixture is smooth. Cool dough in piping or ziplock bag.
Pipe the pastry onto the baking sheet into circles about 1 inch wide and a little over 1 inch tall. Bake until puffs are nicely puffed up and golden brown, and sound hollow when you tap on them, about 30 minutes. Use a toothpick to prick a hole in each one to allow the steam to escape; transfer to a rack and let cool to room temperature. Before filling, slice the cream puffs slightly under their equator line.
To make filling: Heat whipping cream over low heat, infusing it with 2 bay leaves and 2 sprigs of thyme. Remove from heat when just steaming-- do not let it boil. Cool, then remove herbs and refigerate.
Meanwhile, mince shallots very finely and add them over low heat to the butter, melted, allowing the shallots to slowly caramelize. Keep an eye on them to make sure they don't burn. When they are almost fully caramelized, add anchovies (without any oil) and slowly blend until anchovies dissolve. Add 3/4 of the lemon rind. When anchovies have fully integrated, remove from heat and mix in the cane sugar. (I know this sounds wierd. But near with me-- its works!) Allow mixture to cool completely. Add pepper, remaining lemon rind, and the leaves from another sprig and a half of thyme.
Remove the cold whipping cream from refigerator; whip it into solid but not-too-stiff chantilly peaks. Blend with shallot mixture. Gently, blend with mascarpone, attaining a dreamy, fragile-feeling, sumptuous texture. (It lasts up to a full day, covered with plastic wrap, in the fridge, but why?)
When you are ready to serve, slice the cream puffs as indicated above.
Slice the flesh off the olives, about three slices per olive. Fill each with about 2 teaspoons of filling. Lay a slice of olive atop the cream, and cover. When all your cream puffs are ready, drizzle with olive oil, then drizzle generously with very slightly heated chestnut honey, and lightly shower with leaves from the remaining thyme and a few sprinkles of Maldon salt.