Marinate the chicken with salt, pepper and oregano for at least 1 hour. Heat the oil over medium low heat in a big pan and add the annato seeds if using them. Add onion, peppers and garlic. Turn the heat and add the chicken to brown whilst adding the wine and vinegar little by little.
Add the tomato sauce puree, turn the heat down and let it simmer for about 1.5 hours with the hot chili pepper.Check the seasoning adding salt and pepper if needed and the capers and olives for the last 10 minutes.Take the chicken out, debone and skin it and put the meat back into the pan. Make the polenta according to package instructions, but using ¾ water and 1/4 chicken sauce . Put the tamal in a baking dish and bake for a further 20 minutes at gas mark 375º F.