How to Make It
Preheat the oven to 450°. Put the bell peppers on a baking sheet and roast in the upper third of the oven until charred all over and just tender. Let cool slightly, then peel, halve, core and seed them.
In a medium bowl, blend the mayonnaise with the anchovies, capers, parsley and vinegar. Using a rubber spatula, gently fold in the tuna. Season the stuffing with salt and pepper.
Lay the pepper halves, skinned side down, on a work surface. Spread 2 tablespoons of the tuna on each one and roll up. Transfer the pepper rolls to a platter, drizzle with olive oil and serve.