Brown the rabbit pieces well in a large pan with 2 tablespoons olive oil, the bay leaf and the rosemary sprig.
Salt, pepper and roast on low heat (level 1 of 3 on my stove) for 1 1/2 hours. Pour a little meat broth over it from time to time. In a saucepan add 30g butter, 2 tbsp olive oil, the peppers peeled as much as possible and cut into rough pieces, the chopped anchovy fillets and the garlic cut into the smallest cubes.
Add pepper, vinegar and simmer for 20 minutes on low heat. If you like, you can steam the peppers for a slightly shorter time. Each according to his own gusto.
Then add the peppers to the rabbit, cook for another 5 minutes.
Serve everything together on a large platter. Attention: everything should be as hot as possible. If the sauce gets cold, you can taste the anchovies. So please warm the serving dish and the plates well in the oven, so that it stays warm as long as possible.
For me, it is simply served with baguette, as fresh as possible. About the peppers: To make peeling the peppers easier, I cut the bell pepper into quarters, remove the seeds and the septums, and then peel them with a peeler.
If there’s some peel left on, it’s not a big deal.
It’s just a matter of making sure the big scraps of peel don’t float unattractively in the sauce afterwards. About the anchovy fillets:
I am actually also one of the people to whom anchovy fillets seem at least suspect. You don’t notice anything about the fillets once the dish is done. They only give off an inimitable aroma to the sauce.