Remove tentacles from squid. Reserve tubes for stuffing; chop tentacles coarsely. Set both parts aside.
In a large saute pan with deep sides, heat oil on medium-high setting until shimmering. Add onion bits and cook, stirring, until translucent--don't brown them--about 5 minutes. Add garlic and cook until it just starts to turn golden, about 30 seconds.
Add chopped tentacles and lemon juice; then remove pan from heat.
Stir in breadcrumbs, parsley, anchovies (if using), egg, salt, and pepper. Transfer to a bowl and wipe pan clean.
Stuff tentacle mixture into tubes. Don't overstuff; tubes should be half-filled (stuffing will expand as it cooks). Once filled, flatten tubes slightly. (You may have stuffing left over.) Fold ends over and close with toothpicks.
Place filled tubes in pan. Add tomato sauce to cover squid. Over medium-low heat, bring to a gentle simmer. Then turn heat to low, cover pan, and simmer until squid is tender, 45-60 minutes.