Wash the tomatoes, cut off the top and scoop out with a spoon. Chop the flesh into small pieces. Lightly salt the inside of the tomatoes and place them upside down in a sieve to drain. Chop the anchovies and sprinkle with lemon juice.
Chop the olives. Finely chop the onions, garlic and parsley. Sauté the onions in a little olive oil until translucent, add the garlic and parsley and continue to sauté gently. Add anchovies and tomato pulp.
Bring to a vigorous simmer while stirring and allow the liquid to evaporate completely. Add the olive pieces and the capers, cook briefly. Fry the breadcrumbs and then fold in 3 tablespoons of pecorino.
Fold half of the resulting mixture into the filling, seasoning to taste if necessary. Grease an ovenproof dish. Place the tomatoes inside and fill, sprinkle with the remaining breadcrumbs and the pecorino. Add some more olive oil and cook at 175°C for about 30 minutes. Serve with fresh parsley taken care of.