In a large pot, heat 2 tablespoons of the olive oil over medium heat. Add the onion and a pinch of salt and cook until the onion is softened, 5 to 7 minutes. Add the harissa, anchovy paste and garlic and cook until fragrant, 1 to 2 minutes longer. Add the wine and simmer until reduced by half. Add the chickpeas, thyme, remaining 1/2 cup olive oil, about 1/4 teaspoon pepper and a few good pinches of salt and bring to a simmer. Cover and cook, stirring occasionally, until the chickpeas are very soft, 35 to 40 minutes.
Meanwhile, heat a skillet over medium-high heat and sear the lemon halves cut-side down until they get some nice brown marks on them.
When the chickpeas are ready, squeeze in the juice from the grilled lemon halves. Discard the thyme sprigs. Place a dollop of yogurt in each serving bowl, then use a slotted spoon to scatter some of the chickpeas on top. Add some crumbled feta, a handful of herbs and a bunch of turns of pepper to each bowl. Serve with crusty bread.