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Preheat oven to 400 degrees F.
Cut the peppers into quarters, and remove the seeds and membranes.
Lay the peppers cut side up on a baking sheet, and bake for 15 minutes.
While the peppers are baking, add the anchovies, olives, capers, garlic, parsley, and almonds into the bowl of a food processor and pulse until finely chopped.
Season with salt, pepper, and the red chili if using.
Drizzle in about ¾ cup of olive oil, and pulse until blended.
Place the breadcrumbs in a small bowl, and add about ⅓ to ½ of a cup of the anchovy mixture and stir to mix well. (Keep the rest of the anchovy sauce for another use)
Remove the peppers from the oven and sprinkle the crumb mixture on top of each pepper.
Return to the oven for another 10 to 15 minutes.
Cool to room temperature before serving.