How to make
Dissolve the yeast and sugar in half of the water, slightly warmed to body temperature. Let it activate.
Sift the flour into a bowl and make a well into which pour the remaining warmed water, salt and activated yeast. Knead a smooth, soft dough, which you transfer onto a floured surface and continue to knead, sprinkling additional flour, until it stops sticking to you. The dough should not be hard! Form it into a ball, spread it with olive oil and place it back in the bowl. Leave it to rise for 1 hour.
Meanwhile, prepare the stuffing by chopping all the vegetables (onion, tomato, eggplant and peppers) into small pieces and frying them in olive oil with a pinch or two of salt and the bay leaves. Cook for about 12 minutes and transfer into a large strainer to drain and remove the bay leaves.
Roll out the risen dough into a rectangle on a floured surface. Spread the filling evenly leaving about 1.5-2 cm from the edges.
Arrange the anchovy fillets and scatter the capers and olives over them - whole or sliced. Roll up, pinch the edges or press them well so that the filling does not come out and leave it to rise again for about 40 minutes.
Heat the oven to 450°F (230°C). Spread the roll, which has doubled in size, with olive oil and bake for about 30 minutes or until nicely browned.
After removing from the oven, if desired, spread with more olive oil or butter to soften.
Wait for it to cool a little, cut it into portions and serve.
Enjoy your meal!