Put a large pot of salted water on to boil; use this water to blanch the broccoli and cook the pasta. Blanch broccoli in boiling water. When it is al dente, transfer broccoli to a bowl of ice water. Drain thoroughly.
Cook penne in salted, boiling water until al dente. Drain. Rinse under cold running water until completely cooled and then drain completely.
Meanwhile, place tuna in a frypan with water, white wine and lemon juice. Cover and cook until done. Break fish into chunks.
Combine broccoli, penne, fish, tomatoes, cheese, olives, walnuts, garlic and parsley in a large serving bowl.
Heat olive oil in small pan over low heat. Cut anchovy fillets into small pieces, add to the olive oil and mash with a fork until they dissolve. Do not let oil get too hot. Pour oil-anchovy mixture over salad. Toss and serve immediately.