Cut the aubergines in half lengthways and scoop out the flesh without breaking the skin. Roughly chop the flesh.
Heat the oil in a frying pan. Add the aubergine shells and sauté them on each side for 3–4 minutes. Place them in a lightly oiled baking dish. Add the aubergine flesh to the pan and sauté until golden brown.
Mix the tomatoes, garlic, anchovies, capers, basil, parsley, pine nuts, breadcrumbs, aubergine flesh and half of the pecorino together and season with salt and pepper. Spoon the mixture into the sautéed aubergine shells, piling it high. Sprinkle with the remaining cheese. Place in a preheated oven, 200°C (400°F), Gas Mark 6, and cook for 20 minutes. Serve sprinkled with extra chopped herbs.