VINAIGRETTE: CRISP bacon in sauté pan. Remove bacon from pan with slotted spoon, reserving any drippings in skillet. Drain bacon on paper towels. Set aside. In the same pan, sweat shallots in bacon drippings, then whisk in vinegar, brown sugar, mustard, anchovy paste and pepper until blended. Cook until warmed. Return bacon to pan; stir. Keep warm.
PICKLED Cabbage: Mix vinegar, sugar and pickling spice in glass bowl until blended. Add cabbage; toss to evenly coat. Let stand at least 15 min.; drain.
SALAD: DIP anchovies, 1 at a time, into tempura batter; deep fry 1 min. or until crisp. Drain on paper towels.
FOR each serving: Spoon 2 Tbsp. Vinaigrette onto warm plate. Toss 2 cups Brussels sprouts leaves with 2 Tbsp. Pickled Cabbage; spoon over vinaigrette on plate. Top with 1 egg and 2 anchovies.