For the burnt-onion ketchup, heat a tablespoon of the oil in a large non-stick frying pan over a high heat. Add a small handful of the sliced onions and fry until dark golden-brown and almost charred. Remove from the pan using a slotted spoon and set aside in a bowl. Repeat the process with more oil and more onions until all of the onions are cooked.
Return all of the cooked onions to the pan and add the bay leaves, white wine vinegar, Worcestershire sauce, grated garlic and muscovado sugar. Bring to the boil, then reduce the heat until the mixture is just simmering. Simmer for 20-25 minutes, or until the onions have softened. If the mixture starts to catch on the bottom of the pan add a little water.
Remove the pan from the heat and remove the bay leaves from the ketchup mixture. Stir in the chopped anchovies and leave to cool slightly.
When the ketchup mixture has cooled a little, transfer it to a jug and blend to a smooth purée using a hand-held blender (or transfer to a food processor and blend). Add a little water if the ketchup is too thick.
Strain the mixture through a fine-mesh sieve, collecting the strained ketchup in a bowl. Cover and chill until needed.
Preheat the oven to 200C/400F/Gas 6.
For the corn on the cob, in a bowl, beat together the butter, smoked paprika, dried sage, chilli flakes, cracked black pepper, salt and garlic powder. Spread the mixture all over the corn, then wrap each corn on the cob in aluminium foil. Place on a baking tray and roast in the oven for 20-25 minutes, or until the corn kernels are cooked.
To serve, unwrap the corn on the cobs, place on serving plates and serve the burnt-onion ketchup alongside.