Place chicken, stock, bay leaves, sage, and garlic in a deep pan.
Bring to a boil then simmer for 15-20 minutes until chicken is cooked.
Cool the chicken and liquid completely in the fridge.
Blend tuna, egg yolks, lemon juice, anchovies, and half the capers into a purée.
Gradually whisk in olive oil until the mixture reaches a thick mayonnaise consistency.
Thin the sauce with reserved chilled chicken stock until it coats a spoon.
Slice the chicken and arrange on plates.
Spoon sauce over chicken and top with remaining capers.
Serve with rocket leaves drizzled with olive oil.