Heat the oven to 180C/350F and line a 33 x 46 cm / 13 x 18 inch sheet pan with parchment paper.
Halve the bell peppers lengthwise through the stem. Scoop out the seeds and ribs with a small spoon and arrange the halves cut side up on the pan.
In a mixing bowl, combine the breadcrumbs, capers, olives, anchovy, garlic, parsley, pecorino, oregano, salt and pepper.
Add 40 ml of the olive oil and mix with a fork until the crumbs are evenly moistened and hold together when pressed, like wet sand.
Spoon the filling into the pepper halves, mounding it slightly over the top of each one.
Drizzle the remaining 40 ml olive oil over the filled peppers and pour the 60 ml water into the bottom of the pan.
Bake for 35 to 40 minutes, rotating the pan halfway through, until the peppers are tender enough for a knife to slide in easily and the tops are golden brown.
Rest the peppers for 5 minutes on the pan, then transfer to plates and spoon any pan juices over the top before serving.