In a food processor, combine 2 of the anchovy fillets with the bread crumbs, garlic, parsley and 1/4 cup of the olive oil; process until evenly blended.
Season the chicken thighs with salt. In a large bowl, toss the chicken with the bread crumb mixture. Cover and refrigerate for 15 minutes.
Light a grill or preheat a grill pan. In a pot of boiling, salted water, blanch the green beans until bright green, about 1 minute. Drain and pat dry.
Grill the chicken thighs over moderate heat until they are lightly charred, crisp and cooked through, about 10 minutes per side. Transfer the thighs to a platter.
In a large skillet, heat the remaining 3 tablespoons of olive oil. Add the shallots and the remaining anchovy fillet and cook over moderate heat, stirring occasionally, until the shallots are softened, about 5 minutes. Add the green beans and cook, tossing a few times, until heated through, about 2 minutes. Season the green beans with salt and transfer to a serving bowl. Serve the chicken with the green beans.