I don't anchor on anything for picking, my hand just kinda floats above the bridge. When I used to play a hard-tailed guitar I'd rest my palm on the bridge, shifted back a little if I didn't want to mute.

Now I only play guitars with Floyds so I can't do that without pushing everything out of tune.

Loads of players do anchor somehow though - Batio hooks two of his fingers around the bottom of one of the pickups as I recall... and he's pretty fast...