1.To make gremolata, combine all ingredients in a small bowl.
2.Preheat grill. Quarter capsicum, discard seeds and membranes. Roast under grill, skin-side up, until it blisters and blackens. Cover in plastic or paper for 5 minutes; peel off skin; slice thickly. Combine capsicum and juice in a small bowl.
3.Using meat mallet, gently pound lamb between sheets of plastic wrap until 1cm-thick. Heat oil in large frying pan; cook lamb, in batches, until cooked as desired. Place lamb on oven tray.
4.Divide capsicum and bocconcini among lamb steaks; grill about 5 minutes or until cheese melts. Serve stacks sprinkled with gremolata, baby rocket leaves and lemon wedges, if desired.
Not suitable to freeze or microwave.
Note
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