1. Heat the oven to 200° and roast the whole peppers for 30 minutes or so, turning the peppers occasionally, until their skins are wrinkled and slightly charred.
2. Finely chop the drained tuna, the capers and the anchovies and mix with the mayonnaise.
3. Discard the stem and the white, spongy core and divide the flesh of each pepper into four strips.
4. Fill the peppers with a little of the stuffing and roll them up. Place two on each plate, garnish with a few salad leaves and season with a drizzle of oil and a pinch of salt. Serve immediately.
