Chicken:

• 6 large bone-in skin-on chicken thighs (about 2 ½ to 3 pounds)
• 2 tablespoons olive oil, divided
• 2 ½ teaspoons kosher salt, plus more to taste
• 1/2 teaspoon freshly ground black pepper
• 1 pinch cayenne pepper
• 1/2 teaspoon dried thyme
• 1/2 teaspoon dried rosemary
• 1/2 teaspoon dried oregano

Sauce:

• 1 yellow onion, sliced
• 4 cloves garlic, minced
• 1 tablespoon capers
• 1 anchovy filet
• 1 cup white wine
• 2 cups crushed tomatoes or tomato sauce
• 1/2 cup water
• 1 teaspoon chicken bouillon paste
• 3 red or orange bell peppers, seeded and cut into 3/8-inch strips
• 3 slices prosciutto, cut into strips
• Chopped Italian parsley (optional)