Preheat oven to 500 degrees F.
Toss onions with extra-virgin olive oil, thyme, salt and pepper. Combine with anchovies and roast 20 minutes, turning once. Transfer onions to a processor.
Process the onions with olives and cheese until smooth. Adjust seasonings and transfer mixture to a bowl and garnish with lots of chopped chives. Surround dip with pita chips.