Heat 2 tablespoons oil in 10-inch nonstick skillet over medium heat until shimmering. Add onions and cook until softened, about 5 minutes. Stir in garlic and cook until fragrant, about 30 seconds. Transfer onion mixture to medium bowl; stir in remaining 2 tablespoons oil, olives, capers, vinegar, parsley, marjoram, sugar, anchovy paste, pepper, and salt. Serve warm or at room temperature.

Makes About 2 cups