Preheat oven to 200 degC. Drizzle the pumpkin with olive oil and season. Arrange in a baking dish and cook for 15 minutes.
Peel the feijoas and halve. Add to the pumpkin with the bay leaves and continue to cook for a further 15 minutes or until both the pumpkin and the feijoas are soft and caramelised.
Turn the oven up to 220 degC. Make 4 small but deep incisions into each cutlet with the point of a sharp knife.
Insert a piece of garlic with a piece of anchovy into each incision. Season each cutlet well. Brush with olive oil and bake in the oven or grill on the barbecue for 3 minutes on each side - depending on the size of the cutlets.
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