Remove the ends of the lemons & discard them (dont cut in to deep - you want to keep a closed bottom). Then cut the lemons in half crossways, giving you little lemon bowls.
Using a small knife, remove the lemon flesh, leaving you with 4 hollow lemon rind bowls. (Again you dont want to break-into the rind)
Cut a piece of mozzarella to fit inside, then lay a basil leaf, half an anchovy fillet and half a cherry tomato on top with a pinch of salt & pepper and a little drizzle of good olive oil. Put another slice of mozzarella on top - the lemon should now be filled up. Do the same to the rest of the lemon bowls.
Place on a baking sheet & cook in a preheated oven for 10 - 15 minutes, until golden & bubbling.
Remove from the oven and serve immediately. To eat: scoop the mozzarella out and eat with the bread to soak up any juices!