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Step 1
Preheat a barbecue or sandwich press on medium-high.
Step 2
Place a little cheese on the panini bases, top with a slice of prosciutto, arrange anchovy fillets on top (as if they were pizzas), sprinkle with remaining cheese, then strew with rocket leaves and sandwich with the top half of the panini.
Step 3
Cook for 4-6 minutes in a sandwich press or 2-3 minutes on each side on the barbecue, pressing down occasionally, until the cheese is oozing, turning carefully.
Step 4
Remove to a board and cut each sandwich in half. Serve with remaining rocket or baby spinach or just wrap in a paper napkin and eat in the hand.