Preheat the oven to 220 °C (430 °F).
Prepare the peppers: Cut the bell peppers in two. Cut out the stem. Remove veins and seeds. Flatten the pepper halves with your hand.
Using your hands, rub a thin layer of oil all over the peppers.
Place on a rimmed baking sheet, skin-side up. For easy clean-up, you may line the pan with heavy-duty aluminum foil.
Bake on convection mode at 220 °C for 20 to 25 minutes, or until the peppers look shriveled and the skins blackened and blistering.
Remove from the oven, and immediately cover the tray with a sheet of aluminum foil (or plastic wrap if heat resistant).
Let the peppers cool down for about 10 minutes. During this time the steam will loosen the skins.
Remove the pepper skins by hand. The peppers are now roasted and ready to use.