Roasted Peppers Stuffed with Tuna

To prepare the peppers, adjust the oven racks so one is in the middle position and preheat the oven to 350ºF. Place the peppers on a baking sheet, rub them all over with the olive oil, sprinkle with salt, and spread them out in a single layer. Roast the peppers for about 30 minutes, turning them occasionally, until their skins are wrinkled and slightly charred in places. Remove the peppers from the oven, leaving the oven on at the same temperature, and set aside to cool to room temperature.
To prepare the stuffing, cut the tuna into 1-inch thick slices, season with the salt and pepper, and place the slices in a small saucepan. Arrange the lemon slices and rosemary around the tuna and pour in enough olive oil to cover. Place the saucepan in the oven to cook the tuna for about 10 minutes, until medium-rare. (To test, split one of the slices with a fork to see the center.) Remove the tuna from the oven and let it cool to room temperature in the oil.
Combine the mayonnaise, parsley, capers, mustard, anchovies, vinegar, and lemon juice in a large bowl. Remove the tuna from the oil and break it into the bowl with the mixture. Use a wire whisk as you would a potato masher to break up any large chunks but you do want the tuna to have texture. Fold the tuna and other ingredients until they are thoroughly combined.
To assemble, slice each pepper almost in half lengthwise, leaving them attached on one side. Carefully scrape out and discard the seeds, and divide the stuffing between the peppers. Arrange the peppers on a platter. Scatter the arugula over them, drizzle with the finishing-quality olive oil, and the juice on the lemon, sprinkle with sea salt, and serve.