To make the bell pepper rolls with tuna, start by roasting the peppers. Wash and dry them, place them on a baking sheet, and roast under the oven broiler (grill) at 190°C (375°F) for approximately 20–25 minutes, until the skin is blackened and blistered. Remove them from the oven and let them cool slightly inside a sealed paper bag to make peeling easier.
Meanwhile, in a mixing bowl, flake the drained tuna and combine it with the finely chopped spring onion and chopped marinated mushrooms. Thoroughly rinse the capers under cold running water, rinse and chop the anchovy fillets, and add them to the bowl along with the finely chopped parsley. Mix the ingredients well, dressing with a light splash of white wine vinegar.
Peel the peppers and discard the stems, seeds, and inner white ribs. Slice the peppers into wide strips and pat them dry with a clean kitchen towel. Spread a spoonful of the tuna filling over each pepper strip and roll it up tightly into a cylinder. Secure each roll with a toothpick.
Transfer the pepper rolls to the refrigerator and chill until ready to serve.