In advance you’ll need to put the beans in a saucepan with plenty of cold water to cover, then bring to the boil, boil for 2-3 minutes and remove them from the heat.
Leave them for about an hour to soak, then boil them again until just soft, probably another hour. There’s no need to soak the lentils: just pick over them, wash them and boil them in plenty of water again until just soft (about 25 minutes).
Meanwhile make up the dressing by mixing everything together in a bowl and adding the oil from the tin of anchovies as well. (Chop the anchovies and keep them on one side.) As soon as the beans and lentils are cooked, drain them and while they’re still warm pour on the dressing, toss them around in it and leave them to cool. Taste and season the mixture well with salt and pepper.
To serve, place some of the bean-and-lentil mixture on to crisp lettuce leaves divided among 4 plates. Garnish with chopped hard-boiled eggs, chopped anchovies and olives.