For the Caponata: Heat olive oil in a pan. Add the eggplant and sauté until lightly browned. Remove and set aside.

In the same pan, sauté the onion, garlic, and red capsicum until soft. Add zucchini and cook for a few more minutes. Stir in tomato paste, capers, olives, vinegar, sugar, salt, and pepper. Cook for 2 minutes. Add the eggplant back to the pan, mix well, and simmer for 5 minutes. Set aside to cool.

For the dough: In a large bowl, mix flour, yeast, sugar, and salt. Gradually add warm water and olive oil, mixing until a dough forms.

Knead the dough on a floured surface for about 8–10 minutes until smooth and elastic. Place the dough in a lightly oiled bowl, cover with a clean kitchen towel, and let rise in a warm spot for 1 hour, or until doubled in size.

Assemble the Panzerotti: Divide the dough into 12 equal portions. Roll each piece into a small circle (about 10–12 cm in diameter).

On one half of each dough circle, spread a small amount of nduja, a spoonful of caponata, and a few pieces of baby bocconcini. Add a basil leaf if desired.

Fold the dough over to form a semi-circle and press the edges firmly together. Seal with a fork to prevent leaking during frying.

Fry the Panzerotti: Heat vegetable oil in a deep pot to 180°C. Fry the panzerotti in batches, 2–3 at a time, for about 2–3 minutes per side, until golden brown and puffed up.

Remove with a slotted spoon and drain on paper towels.