Clean and wash the peppers and cut them into pieces of about 2 cm. Peel and halve the vegetable onion and cut into thin strips. Heat 1 tablespoon of fat in a pot. Steam the vegetables for about 10 minutes.
Season to taste with salt and pepper. In the meantime, wash the veal cutlets and pat them dry. Cut the escalopes in half. Brush one side with anchovy paste. Place one slice of ham on each side and fix it with the wooden skewers.
Heat the remaining fat in a coated pan. Fry the escalopes in it for about 1 minute on each side until brown. Remove and keep warm. Dissolve gravy with broth, cream and white wine while stirring constantly.
Drain the capers and add. Bring to the boil. Add sauce thickener and bring to the boil. Season caper sauce with salt, pepper and sugar. Arrange veal cutlets on a plate. Pour some sauce over it and garnish with basil.
Serve with the rest of the sauce and the paprika vegetables.