For parmesan cream, combine egg yolks, stock, wine, 20gm parmesan and a pinch of salt in a heatproof bowl, whisk to combine, then whisk continuously over a saucepan of simmering water until thick (8-10 minutes). Remove from heat, gradually stir in remaining parmesan, season to taste and stand in a warm place until required, whisking occasionally to prevent a skin forming.
Preheat a char-grill pan over high heat until very hot. Drizzle asparagus with olive oil and season to taste, then grill in batches, turning occasionally, until just coloured (3-4 minutes). Arrange asparagus on a platter, spoon over parmesan cream, arrange anchovies on top and serve warm.
This recipe is from the November 2010 issue of Australian Gourmet Traveller.