Incredible Baked Cauliflower and Broccoli Cannelloni

Sea salt
1 pound broccoli, washed, florets and stalks chopped
1 pound romanesco or white cauliflower, washed, florets and stalks chopped
Olive oil
7 cloves garlic, peeled and finely sliced
1 small bunch fresh thyme, leaves picked
1 (1-ounce) can best-quality anchovies in oil, drained and chopped, oil reserved
2 to 3 small dried chiles, crumbled
Freshly ground black pepper
2 cups good-quality tomato sauce
Good-quality red wine vinegar
2 cups creme fraiche
7 ounces Parmesan, finely grated
16 cannelloni tubes
1 small bunch fresh basil, leaves picked
7 ounces good-quality mozzarella cheese
Extra-virgin olive oil
4 large handfuls arugula leaves, washed and dried
1 lemon