Preheat oven to 450 degrees F. Prepare pork loin to be stuffed by cutting 2 lengthwise slits along the side. Rub meat with garlic and sprinkle 1 tablespoon rosemary into slits.
Stuff each opening with cheese, salami, prosciutto, parsley, capers (and anchovies if using). Tie meat with string to encase stuffing.
Season with salt, pepper and remaining rosemary; place in roasting pan; pour olive oil over top. Roast for 20 minutes; lower temperature to 350 degrees F; continue to roast for 1 1/4 hours, turning occasionally. Remove from oven; let stand 15 minutes before slicing.