Wash and prepare the cauliflower, carrots, celery, fennel and capsicum. Keep the pieces fairly chunky and rustic.
Combine the white wine vinegar, water, salt and sugar in a large saucepan. Bring to a gentle boil, stirring until the salt and sugar have dissolved.
Add the garlic cloves, bay leaves, peppercorns, mustard seeds and whole chilli. Simmer for 2 minutes.
Add the carrots to the gently boiling pickling liquid and cook for approximately 2½ minutes. Remove with a slotted spoon and spread on a tray.
Add the cauliflower to the pickling liquid and cook for approximately 2 minutes. Remove with a slotted spoon and transfer to the tray.
Add the fennel and cook for approximately 1½ minutes, then remove and transfer to the tray.
Add the celery and cook for approximately 45 seconds, then remove.
Finally, add the red capsicum and cook for approximately 30 seconds. Remove from the pickling liquid.
Divide the vegetables between clean jars, distributing the different vegetables evenly. Add the garlic cloves, bay leaves and chilli from the pickling liquid.
Carefully pour the hot pickling liquid over the vegetables until completely submerged, distributing the mustard seeds and peppercorns between the jars.
Seal the jars and allow them to cool completely before transferring to the refrigerator.
Refrigerate for at least 24 hours before eating. For the best developed flavour, leave for 3–5 days.