Fill a deep pot no more than halfway with extra-virgin olive oil. Heat oil over medium-high heat until it reaches a temperature of 360 to 365 degrees F. The oil should remain at or around this temperature throughout the cooking process.
Using a lightly floured rolling pin, roll the dough into 4 (10-inch) circles, 1/4-inch thick or less. Fry the dough until golden brown, about 6 to 7 minutes, to create the tarongia. Using a slotted spoon or spider, remove the finished fritters to drain on paper towels.
In 10 to 12-inch saute pan, heat 2 tablespoons extra-virgin olive oil until just smoking and add the fennel pieces. Cook until soft and golden brown, about 8 to 10 minutes. Drain the fennel and allow to cool. Mix in the fennel fronds (tops) and set aside.
Spread 1/4 of the fennel mixture on top of each tarongia. Sprinkle each with 2 tablespoons caciocavallo and black pepper. Place 4 anchovies on each tarongia and sprinkle with the remaining cheese. Broil each tarongia until light golden brown and serve warm.
Heat extra-virgin olive oil in a saute pan. Add onion and sun-dried tomato and quickly saute.
Combine the wine, water, and yeast in a large bowl and stir until dissolved. Add the honey, salt, and the olive oil and mix thoroughly. Add 1 cup of the flour and mix with a wooden spoon to make a loose batter. Add 2 more cups of the flour and stir with the spoon for 2 to 3 minutes to incorporate as much flour as possible.
Bring the dough together by hand and turn out onto a floured board or marble surface. Knead for 6 to 8 minutes, until you have a smooth, firm dough. Place the dough in a lightly oiled bowl and cover with a towel. Set aside to rise in the warmest part of the kitchen for 45 minutes.
After 45 minutes, cut the risen dough into 2 equal pieces and knead each portion into a round. Cover again and let rise for 15 minutes. The dough is now ready to be used.