Preheat the oven to 200ºC/gas 6.
Open out the chicken breast fillet. Place between two sheets of cling film and pound flat, using a chef's mallet or rolling pin.
Take the flattened chicken breast and layer with mozarella cheese and mortadella then top with the anchovy fillets.
Roll the chicken breast up over the filling and secure with toothpicks.
Place the rolled chicken breast in a lightly oiled roasting tray, drizzle with a tablespoon of olive oil, season with salt and freshly ground pepper and roast for 20 minutes, until cooked through.
Meanwhile, heat the remaining olive oil in a frying pan. Add the onion, carrot, celery and yellow pepper. Fry, stirring often, until softened, around 5 minutes.
Add the white wine and simmer for 5 minutes. Add the cream and season with salt and freshly ground pepper. Cook for 5 minutes until thickened.
Meanwhile, blend the yellow pepper sauce in a jug blender or food processor until smooth, then gently re-heat.
Place 4-5 tablespoons of the yellow pepper sauce on a warm serving plate.
Slice the roasted stuffed chicken breast and place on top of the sauce. Serve at once with the salad on the side.
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