Wash the peppers, pat them dry, then cut them in half and remove the seeds and internal membranes. Put them in a preheated oven, at 180 °C, for 10 minutes. Then, while still hot, transfer them into a plastic bag and leave them for a few minutes. In this way you will be able to remove the skins easily, after which cut them into strips about 5 cm wide. In a heavy-bottomed frying pan, sauté the clove of garlic with the olive oil, then add the capers and 4 spoonfuls of breadcrumbs. Cook over a low heat, stirring frequently. Add the parsley (only the leaves, washed, patted dry and finely chopped) and season with salt and pepper. Remove the garlic and turn off the heat. Drain the anchovy filets of their oil and lay 1 on each strip of pepper, cover with the “seasoned” breadcrumbs, roll each strip up and secure with a toothpick. Place the finished rolls on a baking tray lined with greaseproof paper. Sprinkle with the remaining breadcrumbs and cook in a preheated oven, at 200 °C, for 5 minutes. Serve hot and... buon appetito!