1.Preheat oven to 200°C/400°F.
2.Drain oil from capsicum; reserve 2 tablespoons. Chop capsicum coarsely.
3.Heat reserved oil in medium frying pan; cook breadcrumbs, stirring,until browned lightly. Add pesto, rocket and capsicum; cook, stirring, until rocket wilts. Cool 5 minutes; stir in cheese.
4.Cut a horizontal slit in each roast to make a large pocket, but do not cut all the way through. Press half the bread mixture into each pocket; secure with toothpicks.
5.Heat oiled small baking dish over high heat; cook lamb, turning, until browned all over. Transfer to oven; roast, uncovered, about 20 minutes or until cooked through.
6.Remove toothpicks from lamb, serve with a mixed leaf salad, if you like.