Preheat the oven to 200°C.
Mix the anchovy relish with the double cream in a small bowl.
Lay out one sheet of puff pastry and spread the relish mixture over it, leaving a 2cm border.
Roll both ends of the pastry toward the middle to meet in the center.
Slice the pastry into 1cm thick pieces and flatten slightly with a rolling pin.
Place on a baking tray, brush with egg, and bake for 12-15 minutes until golden.
Cut eight 5cm circles from the second pastry sheet and place on a lined tray.
Top each circle with a teaspoon of pesto, a mozzarella ball, and a tomato.
Brush edges with egg wash and bake for 12-15 minutes, then garnish with basil.
Brush the final pastry sheet with egg wash and sprinkle with both cheeses.
Cut into 2cm strips, twist them, and place on a greased tray.
Bake for 8-10 minutes until golden brown.