Cut the beef into thin slices about 0.5 cm(¼ in) thick. In a mortar pound the shallot, garlic, anchovies and capers with 2 tablespoons of the oil and the wine vinegar to make a reasonably smooth purée.
Spread each slice of beef with the purée and arrange them in a shallow dish. Place the thyme and bay leaves on top and pour over half the wine. Cover the dish and leave in a cold place for 8 hours or overnight.
Heat 2 tablespoons of the oil in a pan and lightly brown the sliced beef. Add the liquid from the marinade and a little salt and pepper. Top up with extra wine if necessary so that the liquid almost covers the meat. Cover and cook in a slow oven (Mark 3, 160°C, 325°F) for 1½– 2 hours until the beef is cooked. Transfer the meat to a hot serving dish. Pour the liquid into a pan and reduce by half over high heat. Add the gherkins. Spoon the remaining olive oil over the beef and pour the reduced sauce around it. Serve straight away with pureed potatoes or noodles.