Heat oven to 160C/140C fan/gas 3. Put the peppers into a large baking dish, toss with a little of the oil from the anchovy can, then turn cut-side up. Roast for 40 mins, until soft but not collapsed.
Slice 8 of the anchovies along their length. Put 2 halves of tomato, several garlic slices, a few little rosemary sprigs and two pieces of anchovy into the hollow of each pepper. Drizzle over the olive oil, then roast again for 30 mins until the tomatoes are soft and the peppers are filled with pools of tasty juice. Leave to cool and serve warm or at room temperature.