Preheat the oven to 200C/fan 180C/ Gas Mark 6.
Line 2 oven trays with baking parchment.
Put the tomato paste, olives, and butter into a blender or food processor and whizz until smooth.
Season the monkfish all over with salt and black pepper and put on the baking trays.
Divide the tomato sauce between the trays and spread it over the fish.
Lay the Parma ham slices on a board and place the monkfish fillets, seam-side down, across the middle of the slices.
Starting 2cm from the edge, roll the fish up in the ham, almost to the end. Tie the rolled fillets with string in 3 or 4 places.
Half-fill a frying pan with oil. Heat the oil to 190°C and deep-fry the monkfish, in batches if necessary, for about 3 minutes until they are golden brown.
Serving Suggestions: Serve with salad leaves dressed with olive oil and white wine vinegar.