Prepare the dough: In a large bowl, gradually add chicken broth to the white cornmeal (arepa flour), stirring constantly until a soft dough forms.

Knead in annatto oil until well blended. The dough will be light yellow-orange in color.

Cover the dough with a clean, damp kitchen towel and set aside.

Prepare the filling: In a medium saucepan, cook diced tomatoes, Italian dressing, and capers on medium heat for 5 minutes, stirring frequently.

Add shredded cooked chicken and pork; cook for 5 minutes, or until heated through, stirring occasionally.

Set the filling aside.

Assemble the tamales: Spoon 1/4 cup of dough onto the center of one banana leaf and spread into a 5x3-inch rectangle.

Top with 1/3 cup of meat mixture, 1 onion slice, 1/2 tsp of nuts, 1 Tbsp of bacon, 2 olives, and 1 pepper strip.

Set aside.

Spoon 1/4 cup of the remaining dough onto the center of a second banana leaf and spread into a 6x4-inch rectangle.

Carefully place the second banana leaf, dough-side down, over the filling on the first banana leaf; press together gently.

Fold over the lengthwise sides of the leaves, then fold over both remaining sides to completely enclose the filling.

Tie closed with kitchen twine.

Repeat to make 12 tamales.

Steam the tamales: Pour 2 cups of water into an 8-quart stockpot fitted with a steamer basket.

Line the bottom of the basket with the remaining banana leaves; top with the tamales.

Cover with a lid.

Bring the water to a boil on medium-high heat.

Steam on medium-low heat for 1 hour or until the tamales pull away from the banana leaves, adding more boiling water to the pan when necessary.

Remove from the steamer and cool slightly before serving.