Anchor circle in Holacracy can be set up in two different ways, it depends on your company legal structure: 1- With a Lead Link ; 2- Without any Lead Link
You can see on article 5 of the constitution. I think it is more a legal issue than a preference.
Here is the way to create it on GF, we've just done it with a client yesterday:
1- Open a governance meeting of your GCC
2- Create a role called GCC with the purpose of your company and a clear domain
Select “Make this role a Circle” and inject all the roles and policies (unless you want to retain some roles/policies at the Board level)
3- Change the name of your “ex GCC” (Broader Circle) by clicking on the wheel beside the name. Call it “Board” and remove the Lead Link
4- Assign the Lead Link to the GCC in the Board Circle.