Cut the tops off the cherry peppers and carefully remove the seeds. Wash and set on a towel to dry. Combine the wine, vinegar, sugar, garlic, cloves, and bay leaves in a medium saucepan. Bring to a boil over medium-high heat, then add the peppers. Reduce the heat and cook, covered, until just tender, about 10 minutes.
Drain and discard the cooking liquid and spices and cool.
With a fork, mash together the tuna, olives, capers, and anchovies. Stuff the cooled peppers with the tuna mixture.
Adapted from Anna Tasca Lanza