Slice the tomatoes 5 mm thick and lay them on paper towels for 2 minutes to drain. Slice the onion paper-thin, cut the cheese 3 mm thick, pat the anchovy fillets dry, and halve the olives.
Cut the loaf in half horizontally with the serrated knife. Drizzle 2 tbsp oil over each cut side and let it soak into the crumb for 1 minute.
Layer the bottom half with the tomatoes, then sprinkle with the oregano and plenty of black pepper. Add the cheese, anchovies, onion, and olives. Skip added salt: the anchovies and cheese carry plenty, and I once salted the tomatoes out of habit and couldn't finish my wedge.
Close the loaf and press down firmly with your palm for 10 seconds. Let it rest uncovered at room temperature for 10 minutes, until the crumb looks glossy where the oil and juices have soaked in.
Cut the loaf into 4 wedges with a sawing motion and serve within 1 hour.