Preheat oven to 425 F.
Although the book doesn't mention it, I recommend lining a cookie sheet with aluminum foil and parchment paper. You'll save yourself some cleanup later.
Drizzle some olive oil on the paper, and season the oil with salt and pepper.
Make a shallow cut along some leeks like so:
Clean the leeks by running cold water from your tap all throughout the leeks making sure to rinse out each layer.
Trim the ends and slice into 4" lengths, then press each leek, cut side down, on the oiled parchment paper. Smoosh the leeks around, making sure to season the cut sides well. Drizzle some more olive oil on top, then season with salt and black pepper.
Roast for 30-40 minutes at 425 F, stirring the leeks every so often to prevent burning.
While the leeks are roasting, take some anchovy fillets and place in a bowl. Add 3-4 tbsp. Meyer lemon juice. I live in San Francisco and Meyer lemons are available here. If you don't have Meyer lemons, regular lemons are ok. Mash the anchovies with a fork, then whisk in 3-4 tbsp. extra virgin olive oil. Taste for salt and pepper.
When the leeks are done, transfer to a bowl.
Dress with anchovy dressing.
Transfer to a plate, crumble egg on top. Spoon more dressing, season with salt and pepper, then serve. I added some minced parsley for color contrast.
Roasted leeks with anchovy and egg, page 106.