Preheat the oven to 200°C.
Slice the monkfish lengthways to create a pocket without cutting all the way through.
Place two piquillo peppers inside each fillet and season with salt and pepper.
Roll the fillets closed around the peppers.
Combine the chopped herbs on a plate.
Roll the fish fillets in the herb mixture to coat them thoroughly.
Wrap each fillet in five overlapping slices of pancetta and secure tightly in aluminium foil.
Sear the foil-wrapped parcels in a hot frying pan for 15 seconds per side.
Bake the parcels on a tray for 10 to 15 minutes until the fish is cooked.
Serve the parcels wrapped for guests to open at the table.