For the chicken, place the chicken breasts, chicken stock, bay leaves, sage and garlic into a pan, deep enough for the chicken to be submerged completely in the stock.
Place the pan over a medium heat and bring to the boil, then reduce the heat and simmer for 15-20 minutes, or until the chicken is cooked through. Remove from the heat and set aside to cool completely, then remove the chicken from the cooking liquid and chill in the fridge until needed. (Reserve the cooking liquid and chill in the fridge, covered.)
For the tonnato sauce, place the tuna, egg yolks, lemon juice, anchovies and half of the capers into a food processor and blend to a purée. With the motor running, gradually add the olive oil until the mixture reaches the consistency of thick mayonnaise. Add enough of the reserved chilled liquid used to cook the chicken to the mixture until it loosely coats the back of a spoon.
To serve, slice the chicken breasts and divide equally among four serving plates. Spoon the tonnato sauce over the top and scatter over the remaining capers. Dress the rocket leaves with a drizzle of olive oil and arrange alongside.