Prepare the pancake batter by sifting the flour with a pinch of salt into a mixing bowl. Add the egg and half of the milk and whisk, starting slowly, until you have a smooth, thick batter. Whisk in the rest of the milk until you have the right consistency. Finish by whisking in the 15ml of olive oil, then set to one side.
Heat the olive oil for the filling in a large frying pan over a medium heat and saute the peppers, stirring and tossing occasionally, for 8-10 minutes until softened. Add the ground cinnamon, cumin and a little seasoning, then stir well and set to one side.
Heat teaspoons of the olive oil for frying the pancakes in a crêpe pan or small frying pan over a medium heat. Fry the pancake batter, 3-4 tablespoons per pancake, making sure you tilt the pan to coat the surface as soon as you have added the batter.
Cook for 1-2 minutes on both sides then transfer to a plate lined with tin foil that is big enough to wrap over the pancakes and cover them loosely.
Once all the pancakes have been cooked, lay on a flat surface and spoon the pepper filling into their centres. Fold the edges inwards towards the centre and over the filling so that you have a rectangular shape as you look at them.
Fold the rectangle in half to seal the open filling and create the turnovers. Heat the remaining olive oil in batches in a frying pan and saute the turnovers for a few minutes on all sides until golden brown. Transfer to serving bowls and serve with a sprig of parsley as a garnish.