In a medium pan, heat the olive oil over medium-high heat. Add the sliced onions, rose wine, sugar, salt, and pepper and mix. Add the thyme and rosemary to the pan. Cook the onions slowly, for about 45 minutes, stirring occasionally, or until they are very tender but not browned and much of the moisture has evaporated. Set aside to cool.
Preheat the oven to 450 degrees F.
Flour a flat work surface and roll-out the pizza dough. Cut the dough into approximately 3-inch rounds. Place the rounds on a baking sheet dusted with cornmeal. Place the cooked and cooled onions on top of the dough rounds, leaving a 3/4-inch edge. Top the dough rounds with the olives and whole anchovy fillets, to taste. Place the baking sheet in the oven and cook for about 10 to 15 minutes, or until the crust is browned. Remove the pizzas from the oven, serve warm, or at room temperature with a few sprigs of arugula on top.