For the tomato sauce, heat the oil in a frying pan, add the onion and gently fry until softened but not coloured. Add the garlic and cook for one minute.
Add the tomato purée, cherry tomatoes and white wine and simmer for 3-4 minutes. Season, to taste, with salt and freshly ground black pepper, add the basil and stir.
For the cheese sauce, heat the cream in a small pan and bring to simmering point. Simmer for 2-3 minutes until the cream thickens.
Remove from the heat, add the cheese and nutmeg and season, to taste, with salt and freshly ground black pepper.
To serve, place a large spoonful of sauce onto two serving plates. Top each pile of sauce with a sheet of pasta. Add another spoonful of sauce and sheet of lasagne to each pile and finish with the sauce. Sprinkle over the chopped anchovies and parmesan cheese. Pour over the cheese sauce and garnish with basil.