Preheat oven to 180˚C. Trim brown fat from each slice of smoked salmon. Square off long edge of each piece.
Process butter in food processor until pale and thick, add lemon zest, anchovies, season to taste and process to combine.
Grease the inside of a 1 litre capacity terrine mould with oil, line with plastic wrap, with at least 6cm overhang on all sides. Cut a piece of foam to fit inside the terrine mould. Cover it with aluminum foil and set aside.
Cover the base of the terrine with one layer of smoked salmon. Using a crank spatula and a straight edged wooden spoon spread a thin even layer of butter. Continue the layers, alternating salmon and butter mixture until you have reached just over half way of the mould. Cover the terrine with plastic wrap and gently press down, place the foil-covered foam into the terrine and weight down with a few food cans. Freeze for 30 minutes, transfer to the fridge for a further 30 minutes.
Heat grill pan over high heat, drizzle bread with olive oil and cook on each side until golden.
To serve, invert terrine mould onto a chopping board and slice. Serve with the toasted bread
Notes
The original recipe asks for a terrine mould. I did not have any so I simply used a cake tin. That worked fine!