Put all the anchovies and their oil into a blender with 1 tablespoon of liquor from the preserved lemon jar and a splash of water. Blitz until smooth, loosening with a little more water, if needed.
Trim the broccoli and blanch in a large pan of boiling salted water for 3 minutes, or until just tender, while you quarter the preserved lemon and trim away the seedy core, then finely chop the rind. Finely slice the chillies.
Drain the broccoli, return to the pan over the heat and toss with the lemon, most of the chilli and 1 tablespoon of extra virgin olive oil. Add the lentils and toss for 2 minutes, then divide between plates, drizzle over the anchovy dressing and scatter with the reserved chilli. Finish with ½ a tablespoon of extra virgin olive oil.