In a large, heavy-based earthenware pot over a medium heat, warm 2 tbsp oil. Add onion and a pinch of salt, then fry for 4-5 minutes. Add garlic and capsicum, then fry for another for 4-5 minutes. Remove and reserve.
Cut the chicken into 8 pieces. Heat the remaining oil in the pot on a medium heat. Fry the chicken pieces with a sprinkle of salt until the skin forms a golden crust on all sides (about 5-7 minutes). Remove chicken pieces and drain on paper towel. Add wine, scraping the base of the pot and reduce until almost evaporated. Place the onion and capsicum mixture back in the pot, along with the chopped Roma tomatoes, canned cherry tomatoes, bay leaf and chicken pieces.
Half-cover the pot and cook for 25 minutes on a gentle simmer, stirring occasionally. Add in the fresh cherry tomatoes and simmer for another 5-10 minutes, adding a little water if needed.
Remove the pot from heat and sit for about 15 minutes. Stir through the parsley, and freshly cracked pepper then serve with fresh, crusty bread.