IF IT IS really true - though no historian has ever proved it - this is one of the most fantastic stories from the ancient world of royal feasing. In 1295, Marco Polo returned home to Venice after travelling for years in Asia and visiting the courts of the emperor of the Tartars, Kublai Khan, at his palace in Cambuloc (now Peking).

Polo gave a big dinner for his friends to entertain them with his stories of the wonders he had seen. He served some of the dishes he had eaten in the halls of Kublai Khan. One specialty of the Tartars was a large, round, flat loaf of bread, topped with slices of meat and cheese. You can still find it it certain parts of China. It is called - believe it or not - peen-zah .

The venetians did not adopt Marco Polo's bread. They prefer a low-starch diet. But the idea traveled southward through Italy until it reached the starch-loving, pasta-eating city of Naples. The Neapolitans started making their version of peen-zah , using the ingredients they had at hand: anchovies, mozzarella cheese, mushrooms, olives and olive oil, sliced pepperoni sausage, tomatoes. They called the result - do I have to tell you?

Having come all the way across Asia from Peking, pizza did not stop in Naples. It went up the west coast of Italy to Rome, then to Genoa and finally to France. Of course, the French version of pizza had to be radically different. (No French gourmet would admit that any foreign dish was even edible.) They threw out the bread dough - too heavy. They kicked out the peppery sausage - too rough for sensitive French tongues. And so on. Instead of the bread, they turned to their own Alsace-Lorraine idea of a light, buttery quiche tart shell filled with their own bounty in the south of France - anchovies, olives, onions.

The name pizza, of course, had to be dropped. No French tongue has ever been able to manage the (See DISH, H2, Col. 3 ) (DISH, From H1 ) immpossible Italian double-Z. Fortunately, the French had a word of their own. Along the Mediterranean beaches around Nice, when fishermen find a glut of anchovies in their nets, their wives conserve the extra fish with oil and spices in large stone crocks. This anchovy conserve is known locally as pissala . So the pizza of Naples was transformed and reborn as the pissaladiere of Nice. It was spread over France with dozens of variations. (Incidentally, an exact copy of the French version has traveled back to Italy, where it is served in the restaurants of Genoa as pizzaladina . Perhaps it will, one day, get back to Peking.)

My recipe, below, is the original French version from the professional kitchens of Nice. Serve pissaladiere exactly as if it were a quiche, as an irresistible appetizer with the drinks before the meal, as a dramatic hors d'oeuvre course at table, or a snack anytime.

PISSALADIERE NICOISE (4 serving as main dish, 2 as appetizers) 15 tablespoons butter 1.1/2 cups sifted all-purpose flour 1 teaspoon salt, and more, to taste 2 pounds yellow onions, peeled and thinly sliced 3 to 4 tablespoons top-quality olive oil Freshly ground black pepper to taste 24 flat boneless anchovy fillest 24 black olives (1/2 pound), pitted

Usually from three 2-ounce cans, or bulk anchovies from barrels at Greek, Italian, or Spanish neighborhood grocers (see working notes)

Kitchen Equipment: Bow, pastry cutter and blender, wooden spatulas and spoons (or food processor), cutting board and sharp knives, saute pan with cover, pastry board, 10-inch pie plate.

Average time required: Make it the day before; about 15 minutes for mixing the pastry dough; about 45 minutes, with little supervision, for simmering the onions; about 20 minutes to assemble the tart; and 30 minutes of unsupervised baking.

Mixing the pastry dough: Bring 14 tablespoons butter to room temperature. Have ready in your freezer about 2 tablespoons of ice water, but do not let it freeze. Put flour into a large bowl; sprinkle salt over: then cut in butter with knives or a pastry cutter, sprinkling on a mimimum of ice water, a few drops at a time, until there is no dry flour left and it all looks like niblet corn. (Or you can do the whole job in a food processor.) Gather the dough lightly into a ball; wrap loosely in wax paper and refrigerate at least 1 hour, or longer, until needed.

Simmering the onion filling: You need a saute pan large enough to easily hold all onion slices at once with enough room to spare so that they can be stirred around. Lubricate its bottom with 3 tablespoons of olive oil; heat it up to gentle frying temperature; then add the onions and stir them thoroughly with a wooden spoon to coat every slice with oil. Now comes the secret trick of making a great pissaladiere . The onions must be cooked gently to a golden color while remaining chewy. If you cook them too fast, they'll fry and brown; too slow, and they'll mush into a puree. Stir gently and regularly. Do not let the bottom of the pan dry out. Dribble in more oil as needed. The onions should be golden in 10 to 15 minutes. Then cover and lower the heat so they just gently simmer about 15 minutes. They are perfectly done when still slightly chewy, but gentle and smooth in flavor. Season to taste with salt and pepper.

Assembling and baking the pissaladiere: Use the last tablespoon butter to lightly grease a pie plate. Preheat oven to 400 degrees. Quickly roll out the dough about 1/4-inch thick in a floured board and line the pie plate. Some dough will e left over. Neatly place 18 anchovies on the bottom of the tart shell. Fill with onions. Gather together the remaining dough; roll it out 1/4-inch-thick and cut it into strips about 3/8-inch wide. Make a neat, lattice-work grill across the top surface of the onions. With the 6 remaining anchovies make a star in the center. Now press a pitted black olive into each open space between the lattice grill. Also make a ring of black olvies all the way around the outer edge of the tart. If the olives are large, you may halve or slice them. Or you may work out your own design.

Bake the pissaladiere until the lattice crust is nicely brown, usually 25 to 30 minutes. You cannot serve this hot from the oven because the crust will be too crumbly to cut. Let it cool to room temperature, then refrigerate, lightly covered with was paper, until needed. Let it come back to room temperature before serving, cut into narrow pie wedges.

Working notes: Let me extol the virtues of anchovies and olives bought in bulk from Greek, Italian, or Spanish neighborhood groceries. The anchovies are almost always displayed as small, whole fish (each 2 to 3 inches long) tightly encrusted with salt in an open barrel. About 1/2 pound would be plenty for this recipe. It is a matter of a few seconds to scrape off the salt, behead and tail them, split them down the center, and remove the backbone. You will then have two large fillets of a quality and taste that will surprise you.

You will feel the same about olives. Those that come in cans or jars have to be pasteurized and this seems to destroy most of the bite of their flavor.

Notes on a French menu for Bastille Day: July 14 is France's great national holiday, Bastille Day, celebrating the uprising in which Parisian workers burned down the old prison, the symbol of royal dictatorship. We like to join the celebration, wherever we happen to be, by inviting some friends to a French summer supper. It is usually a cold buffet, but starting with a warm cup of soup for each guest to stress the welcome - a cup of creamed consumme Bretonne, half-and-half clear chicken bouillion and clam juice, garnished with a tiny dollop of whipped cream made rosy with a sprinkling of paprika.

The pissaladiere is followed by a molded spiced fish mousse with a tomato sauce. The main entree might be an impressive chunk of boneless beef rump, stuffed with aromatic vegetables, then decorated and molded into a wine aspic.

The ideal festive dessert (as French as it is American) is the largest water-melon you can find, cut in half length-wise, hollowed-out, then filled and piled high with fresh fruits glazed to a brilliant shine with sugar syrup, garnished with bright lemon sherbet and dotted with snowflakes of white meringue - as if it had just passed through a winter storm. CAPTION: Picture, no caption