Prepare Cheese Polenta, and spread in bottom of a 9-inch square baking pan coated with cooking spray. Press plastic wrap over surface of polenta, and chill 2 hours or until firm.
Sprinkle salt and pepper over chicken. Coat a large Dutch oven with cooking spray; add oil, and place over medium-high heat. Add chicken, and cook 3 minutes on each side or until browned. Remove chicken from pan; set aside. Add onion and garlic; sauté 2 minutes. Add bell pepper, broth, wine, rosemary, and bay leaves; stir to deglaze pan. Stir in tomato paste and anchovies.
Return chicken to pan; bring to a boil. Bake chicken mixture at 350° for 45 minutes or until done.
Remove chicken from pan with a slotted spoon; set aside, and keep warm. Combine cornstarch and water in a small bowl; stir well. Add cornstarch mixture and lemon rind to pan; bring mixture to a boil, and cook 1 minute or until thickened, stirring constantly. Discard bay leaves. Return chicken to pan, and cook an additional 4 minutes or until thoroughly heated.
Cut polenta into 4 (4 1/2-inch) squares. Cut each square diagonally into 2 triangles. Place polenta triangles on a broiler pan coated with cooking spray, and broil 3 minutes on each side or until lightly browned.
Arrange 1 chicken leg quarter and 2 polenta triangles on each of 4 plates; spoon 1/2 cup sauce over each serving.
Lower-Fat Version: Omit Gorgonzola cheese from the polenta, and add 1/4 teaspoon salt.
Substitute 4 (6-ounce) skinned, boned chicken breast halves for the leg quarters. Bake per recipe.
Calories 334 (14% from fat); Protein 9g; Fat 1g; (sat 8, mono 6g, ploy 2g); Carb 2g; Fiber 7g; Chol 66mg; Iron 3mg; Sodium 1044mg; Calc 38mg