In a saucepan on medium heat, melt butter and add the onions, salt and pepper. Toss around until coated and cover with a lid for 10 minutes or so, stirring once or twice (the lid creates steam which softens the onions faster). Once onions are a bit wilted, remove the lid and continue to sauté until they are golden and caramelized (about 35-45 minutes on low-medium heat). Add thyme and sherry, cook 5 minutes more. Set aside to cool.

Preheat the oven to 400F.

Place a flat baking sheet in the oven to heat up (which makes the bottom of the tart crispy). Place the sheet of puff pastry on a large sheet of baking parchment or a silpat (for 1 large tart, press the two sheets together, for two smaller ones, just keep them separate). With a knife, score a 1" border around the puff pastry (not too deep, don't cut through it). Place the cooled onions within the border and then place anchovies (if using), olives and goat cheese on top.

Brush the exposed edges of the pastry with milk or egg wash. With oven mitts, remove the hot baking sheet from the oven and then lift the baking parchment into the very hot baking sheet. As soon as the tart goes in, lower the heat to 375F.

Bake in the oven on the top shelf for 15-20 minutes until the edges of the tart are golden and puffed.

Allow to cool for 10 minutes and then top with some baby kale or arugula leaves on top (if using).