Mix all the ingredients of the sauce: anchovies, parmesan, egg, pepper, salt and oil. Grind it until it has a fine texture without lumps.
Cut our piece of Roast Beef into very thin slices
Cut the loaf into slices and toast.
Put the parmesan sauce on the toast. Cover with the roast beef and the rocket. Finally, place the other piece of toasted bread. It may be accompanied with vegetable chips. Delicious!