Brown the sausage. Add the sausage to a large skillet over medium-high heat without oil. Cook, breaking it into small crumbles, until well browned, about 8–10 minutes. Let it develop some color between stirs.
Cook the broccoli rabe. Meanwhile, bring a large pot of generously salted water to a boil. Add the broccoli rabe and cook until the stems are tender, about 3–5 minutes. Lift it out with tongs or a spider, leaving the water in the pot. Drain well, let cool slightly, and chop into roughly 1-inch pieces.
Add the aromatics and wine. Reduce the heat under the sausage to medium. Clear a little space in the skillet and add the anchovies, garlic, and red pepper flakes to the rendered fat. Cook, stirring, until the anchovies dissolve and the garlic is fragrant, about 1–2 minutes. Add the wine, scraping up the browned bits from the bottom. Simmer for a few minutes until reduced.
Cook the orecchiette. Return the broccoli rabe cooking water to a boil. Add the orecchiette and cook until just shy of al dente, about 1–2 minutes less than the package directions. Reserve about 2 cups of pasta water before draining.
Make the breadcrumbs. While the pasta cooks, warm the olive oil in a small skillet over medium heat. Add the anchovies and stir, breaking them up until dissolved. Add the panko and cook, stirring frequently, until golden and crisp, about 3–5 minutes. Transfer to a bowl.
Combine the pasta and sauce. Stir the chopped broccoli rabe and lemon zest into the sausage mixture. Add the drained orecchiette and a splash of reserved pasta water. Toss over medium heat until the pasta is al dente, adding more pasta water as needed.
Finish with cheese. Remove from the heat and gradually stir in the Parmigiano, tossing continuously. Add more pasta water a little at a time until a silky sauce coats the pasta. Taste and adjust the salt if needed.
Serve. Divide among bowls and finish with more Parmigiano and a generous sprinkle of anchovy breadcrumbs.