With a mortar and pestle, mash anchovies, garlic, mustard, onions, and capers. Turn into a mixing bowl and vigorously beat in olive oil (or combine these ingredients in food processor or blender and blend until anchovies are mashed). Slice loaf of Italian bread lengthwise. Spread anchovy mixture on top of one slice of bread. Lay slices of red pepper over anchovy mixture. Sprinkle with parmesan cheese. Top with second slice of bread. Wrap in foil, place in preheated 400 oven for 10 minutes. Slice and serve.