Heat a medium saucepan over a high heat, add the oil, garlic and capsicum and saute until caramelised, then add olives and capers. Remove from heat and set aside.
Lay 6 slices of parma ham on bench, place a basil leaf and bocconcini ¾ of the length of ham and wrap ham around.
Place ham on a greased oven tray and bake at 200C for 5 minutes or until the bocconcini starts to melt.
To serve, arrange a serving plate and with capsicum and place wrapped bocconcini on top and garnish with basil leaves.