Put 2 tablespoons of filling in each tortilla and roll them up. Keeping them sealed with a toothpick through the end. Making sure to run the toothpick as parallel to the rollup as possible. Reserve for service.
Deglaze the pan with white wine and scrape the bottom to make sure any solids are released. Add tomatoes, olives, oregano, and a bay leaf and let sauce simmer for 15 minutes.
Puree the sauce until it is smooth. After smooth, turn the blender back on and add butter to finish the sauce. Adjust seasoning with salt and pepper as needed.
For service, deep fry the taquitos for 2 1/2-3 Minutes, or until the outside shell is light golden brown, Remove and plate with sauce and capers are the garnish.