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Put the mayo, most of the capers, 1 whole anchovy, the tuna and most of the lemon juice into a food processor. Whizz until the tuna is completely mixed into the mayo. Season with pepper first, then taste, and add salt and more lemon juice, if you need to. If your sauce seems a bit thick, whizz in a drop of water. Can be made up to a day ahead.
Spread the turkey and rocket over a large serving plate, then spoon over the dressing and scatter with the remaining capers and sliced anchovy. Serve straight away with crusty bread.