Preheat the oven to 425F. Cut 6 equal-sized rectangular pieces of aluminum foil or parchment paper and oil them lightly. Place 1 slice of the ham on each piece of foil and place a salmon steak on top of the ham. Season the salmon with salt and pepper. Place another slice of ham on top of each salmon steak. Fold over he aluminum foil or parchment paper to enclose the foil and seal the edges. Bake for 12-15 minutes. In a small bowl cream together the butter and anchovy purÄe. Open the salmon packages and place a dollop of anchovy butter on each piece of fish before serving.