Line a large, rimmed baking sheet with parchment paper, and prepare another large piece to cover the leeks in the oven. Set aside.
Cut the dark green parts off the leeks and finely chop them until you have 3/4-1 cup. Set aside.
Starting about 1/2” from the roots of the leeks, cut the leeks lengthwise down the center, leaving the bottom layer intact. Gently separating the layers of the leeks with your fingers, and rinse off any excess dirt; pat dry.
Transfer the leeks to the baking sheet and sprinkle a generous pinch of salt onto each leek.
In a medium bowl, mix the oil, butter, raisins, blue cheese, garlic, sage, paprika, vinegar, honey, Worcestershire sauce, pepper, almonds, anchovies, salt, and reserved chopped leek greens. Divide the raisin mixture evenly into the center of each leek, spreading into the layers and cracks (use your fingers).
Place the second piece of parchment on top of the leeks and cover. Tuck the edges under and fold, creating a sealed pouch (I used two small sweet potatoes to hold down the edges of the parchment, two meals in one!)
Roast for 30 minutes. Then remove and throw away the top layer of parchment paper. Preheat to broil on low.
Broil the leeks until the leeks and stuffing are slightly charred in places, 2–3 minutes depending on the intensity of your broiler. Remove from oven when done.
To serve, cut each in half crosswise and serve warm.