To prepare the squid, pull the tentacles away from the body. Feel inside the body for the quill (it resembles a shard of plastic). Pull it out of the squid and discard. Rinse inside the body of the squid in cold water. Pull the ears (wing-like flaps) from the body. Pull the purplish skin from the ears and body to leave only the white meat. Cut the tentacles away from the guts by slicing just below the eyes. Check the centre of the tentacles for the hard beak, which can be discarded. (Discard the guts of the squid or, if desired, retain the ink sack to use in seafood pasta or risotto.) Scrape away any traces of guts left inside the body. You should end up with four perfect sack-like calamari ready to fill. Roughly chop about half of the tentacles and set aside.
Preheat the oven to 180C/160C Fan/Gas 4. Lightly oil a large baking dish.
Heat the olive oil in a saucepan, add the garlic, anchovies and capers. Fry for a few minutes, stirring with a wooden spoon until the anchovies have dissolved. Add the chopped tentacles and stir-fry for about 5 minutes, then add the wine and allow it to evaporate. Season with salt and pepper, to taste. Remove from the heat and set aside to cool.
Stir in the bread, pine nuts, lemon zest and parsley. Fill each squid with this mixture and tuck the reserved tentacles into the ends. Place in the prepared baking dish, drizzle with extra virgin olive oil, cover with aluminium foil.
Bake in the oven for 45 minutes, then remove the foil and bake for a further 15 minutes, until lightly golden-brown.
For the salad, put the leaves and onion in a bowl. In a separate small bowl combine the oil, vinegar, salt and pepper to form a dressing.
Just before serving pour the dressing over the salad and mix. Serve alongside the squid.