Slice the loaf of bread in half lengthwise. Use your fingers to pry out bread from the center of the loaf on the top and bottom leaving 1/2 to 3/4 inch shell all the way around both halves of the bread. This way more fillings can fit into the bread.
Divide the chopped anchovies, if using, between the top and bottom half of the bread, scattering them evenly. Break up and scatter the albacore tuna over the anchovies on the bottom half of the bread. Grind or sprinkle pepper, then arrange the nicoise olives, bell pepper strips, cherry tomato halves or quarters, then pickled onions over the tuna. Press the hard boiled eggs into the top half of the bread, breaking them up lightly as you do so. Drizzle the anchovy or olive oil over the eggs, then carefully position it over the fillings in the bottom half.
Lay out a piece of plastic wrap that is long enough to wrap all the way around the sandwich twice and have 2-inch overhangs on either end. It may be necessary to use two pieces of overlapping plastic wrap to get a sheet long enough to do the job. Position the sandwich about 1/3 of the way up the plastic wrap. Bring the edge up and over tightly and use it to press the sandwich. Now roll up the sandwich, pressing and tightening the plastic wrap as you do so, until the whole sandwich is rolled up. Twist both ends firmly shut and refrigerate for at least 4 hours, but preferably overnight before serving.
Remove plastic wrap before slicing in half to serve two as a main dish or into smaller slices as a starter.