Heat some vegetable oil in a cast iron skillet over medium heat. Remove the fatty sections from the beef rump cap and sear the meat in the skillet on both sides. Remove the meat from the skillet and let cool.
Cut a thin slice off of the larger end of the beef rump cap and cut a deep pocket inside the piece of meat. Carefully fold the piece of meat inside out.
For the filling, heat some vegetable oil in a cast iron skillet over medium heat and sauté the onions, red bell pepper, and bacon. Add the sautéed mixture and mozzarella cubes to a large bowl, season with oregano, and mix to combine. Spoon the mixture into the beef pocket and secure the opening of the roast with toothpicks.
Drizzle olive oil over the roast and rub paprika, salt, and pepper into the outer surface of the meat on both sides. Place the stuffed rump cap roast on a baking tray, transfer the baking tray to a preheated oven, and cook at 400°F for 35 minutes. Remove the roast from the oven and let the meat rest for 10 minutes.
For the red wine reduction, pour the red wine into a saucepan over medium heat and let reduce. Stir in the plum jam, cayenne pepper, and salt and let the sauce simmer for 5 minutes. Slice the stuffed rump cap roast and drizzle the red wine reduction over each piece before serving.