Prepare the filling by mixing the caprino, mascarpone, salt, pepper and chopped rocket. Mix the filling until uniform, then transfer to a pastry bag. Let rest in the refrigerator for at least half an hour.
Place the bresaola slices on a cutting board or serving tray. Using the pastry bag, add a bit of filling to the centre of each, creating a 3 cm diameter circle. Fold the bresaola slices in half and, with your fingers, firmly smash the edges around the filling together. Fold the slice with the filling to give it the characteristic shape of a tortellone. Serve cold.