In small saucepan, melt 3 tablespoons (45 mL) of the butter over medium low heat; add onions, thyme and nutmeg.
Cook, covered, 10 to 12 minutes, stirring occasionally, until onions are very soft and are the consistency of coarse puree; season with salt and pepper to taste.
Set aside in medium bowl.
1n same saucepan, melt remaining butter over medium low heat; add sweet red pepper and cayenne.
Cook, covered, 8 minutes, stirring occasionally, until pepper is very soft.
Season with salt and pepper to taste.
Set aside.
Fill each tart shell two thirds full with onion mixture, pressing gently with teaspoon into crescent shape.
Fill remaining space with pepper mixture.
With paper towel, blot excess oil from anchovy fillets; cut each into 6 thin strips.
Arrange on tarts, following curve between onion and pepper fillings.
Bake in 425 F (220 C) oven 15 minutes or until pastry is golden.
Let cool 10 minutes before removing from foil cups or tart pan.
Serve warm or at room temperature.