Step 1

Make the onions: In a skillet over medium-low heat, combine the onion, anchovies, oil, crushed red pepper flakes and salt. Cook, stirring occasionally and adjusting the heat as necessary, until the onions are soft and golden, 30 to 45 minutes. Remove from the heat and let cool, then chop the mixture. Transfer the mixture to a medium bowl, add the cream and refrigerate for about 15 minutes.

Step 2

Make the dough: In a food processor, combine the flour, baking powder and salt and pulse until combined. Add the frozen butter and process until the mixture resembles a coarse meal, about 15 seconds. Transfer to a large bowl and mix in the cheeses until combined. Add the onion mixture and pepper and, using a fork, stir just until the onions are evenly distributed. The dough will be crumbly.

Step 3

Position a rack in the middle of the oven and preheat to 400 degrees. Line a large, rimmed baking sheet with parchment paper.

Step 4

Lightly flour a work surface, turn the dough out on it and shape it into an 8-inch square. If the dough is too dry to stay together, sprinkle it with more heavy cream, 1 tablespoon at a time, just until it holds its shape. Using a sharp knife or bench scraper, cut it into quarters. Stack one quarter on top of another so that you have two stacks. Push them close together; then, using a rolling pin, gently flatten and roll it out into a 1/2- to 3/4-inch-thick square. For neater biscuits, trim any uneven edges of the dough with a bench scraper or sharp knife, reserving the trimmings, then cut the dough into 1-inch square biscuits. Reroll the trimmings and cut additional biscuits as needed. Working in batches if necessary, arrange the biscuits about 1 inch apart on the prepared baking sheet. Lightly brush each biscuit with heavy cream. Sprinkle them with additional gruyere or parmesan, if desired. If your kitchen is very warm or the dough has gotten soft, chill the cut biscuits in the refrigerator for about 10 minutes.

Step 5

Bake the biscuits for 7 minutes, rotate the pan front to back and continue baking 4 to 5 minutes more, or until the tops are golden. The biscuits are tender, so if the sprinkled cheese on top melts causing them to stick to the parchment, gently free them with a thin spatula before lifting them.

Step 6

Serve warm or room temperature.