Peel the potatoes and cut them into 1 cm thick slices. Then boil them for 6 minutes in a large pan of salted water. Let them drain.
Open the chicken thighs on a work surface with the smooth side down. Roll them flat with your fist or a rolling pin until they are flat and tender.
Rub the chicken thighs with pesto. Place 2 anchovy fillets in the middle, roll up and wrap in a slice of Prosciutto di Parma. Cut into slices of 4-5 cm and put the slices on a skewer.
Arrange the potatoes in a large ovenproof dish. Season with salt and black pepper, and drizzle with olive oil. Then spread the capers on top.
Place the skewers on top of the potatoes. Cover with fresh thyme and bake in the oven for 20 minutes.
Remove from the oven and add the tomatoes, then return to the oven for a further 10 minutes. If you prefer your potatoes super crispy, cook them in the oven for 10 minutes longer.