Preheat oven to 375°F.
Cut off the ends of the zucchini.
Cut the zucchini in half lengthwise and, with a mandoline at the thinnest setting, make thin and regular slices from the central parts. You should get 6 slices from each half for a total of 36.
Keep the leftover pieces of zucchini and chop them well with a knife.
In a non-stick pan, melt the anchovy in the tablespoon of olive oil with the chives.
Add the chopped zucchini bits and cook for 5 minutes; season with salt and pepper.
Remove from the heat and let to cool.
Transfer the zucchini mixture to the bowl of a food processor along with the drained tuna, capers, almonds, Parmigiano-Reggiano (reserve 3 tablespoons), egg, mint, parsley, and breadcrumbs and process to obtain a soft, but not too moist mixture.
Season with salt and pepper.
Add more breadcrumbs if too wet.
Place a walnut-sized piece of the filling at one end of a zucchini ribbon and roll up to form a small cylinder.
Proceed in this way until the ingredients are used up and place them inside an 8-inch pan lined with parchment.
Drizzle all over with olive oil and sprinkle with the reserved Parmigiano-Reggiano.
Bake in the preheated oven for 40 minutes or until golden brown.
Remove from the oven and serve warm or at room temperature.