Preheat the oven to 200C/Fan180C/Gas Mark 6. Place the peppers, courgettes, onion, garlic and thyme in a large roasting tin. Drizzle with olive oil and roast for 25 minutes.
Place the chicken breasts on a board and make an incision of 4-5cm long and 4cm deep in the middle of each chicken breast. Place a basil leaf followed by 2 slices of mozzarella into each chicken breast pocket. Top with another basil leaf. Wrap each chicken breast in 1 ½ slices of Parma ham.
Heat the olive oil a large frying until hot. Reduce the heat, add the chicken breasts and cook for 2 minutes each side.
Add the chicken breasts and cherry tomatoes to the roast vegetables and roast for a further 25 minutes.
To make the salsa verde, place the shallot, parsley, mint, capers, anchovies, garlic and lemon juice in a food processor. Whizz until combined. Serve the chicken with the roast vegetables, salsa verde and warmed Focaccia bread.