Preheat the oven to 200ºC, 400ºF, Gas 6.
Add the aubergine to a roasting tin and toss with the olive oil. Season and roast for 15 minutes or until tender. Set aside.
To make the pistou place the basil, garlic, pine nuts and cheese in a food processor and blitz to fine crumbs. Pour in enough oil as the mixer turns to make a smooth green paste. Season and set aside.
Add the remaining ingredients to a large bowl, apart from the anchovies and combine. Add the aubergine and toss with the pistou dressing.
Serve, laying the anchovy fillets on top.