Heat the Oven to 200C (Fan). Season the chicken with salt and pepper
Heat the oil in a Casserole over a high heat and sear the chicken pieces skin-side down for 3-4 minutes. Then turn and cook for 1-2 mins. Transfer to a plate whilst you make the sauce
Reduce the heat to Low/Medium and add the butter and chopped onions for 5 mins. Add the garlic, anchovies and black pepper and cook for a further five minutes. Now add the Red pepper and mushrooms and cook for 2 mins.
Add the wine, raise the heat and reduce the wine by three quarters. Stir in the cream and stock
Add the Chicken pieces, skin side up, and roast uncovered for 35-40 mins.
Turn the oven off. Place the chicken pieces into a serving dish and pop in the oven.
Bring the sauce to a simmer over a low heat, stir in the cheese. Spoon over the chicken pieces and serve.