Preheat the oven to 180C/350F/Gas 4. Soak two wooden skewers in cold water for 20 minutes.
Thread the mushrooms, pepper, onion and chicken pieces onto the skewers alternately. Drizzle with olive oil and season with salt and freshly ground black pepper.
Heat an ovenproof frying pan over a high heat, add the brochettes and fry for 3-4 minutes on each side, or until the chicken is golden-brown on all sides.
Transfer to the oven and cook for 5-6 minutes, or until the chicken is completely cooked through. (The chicken is cooked through when the juices run clear.) Remove the brochettes from the pan and set aside on a warm plate. Reserve the pan and any juices.
Add the rosé wine and balsamic vinegar to the pan and bring to the boil, scraping up any meat sediment from the bottom of the pan. Continue to boil until the balsamic sauce has reduced and thickened.
To serve, place the brochettes onto a serving plate and pour over the balsamic sauce.
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Guests in this edition are comedian Tony Slattery and actress Phyllida Law.