Preheat oven at 350 Fahrenheit (180 degrees Celsius).
Remove stem from peppers and make a long slit lengthwise from top to bottom (I removed the top part of the stem along with seeds on the top part for less heat).
Add a few drops of olive oil in each pepper (I used an olive oil spritzer), some pepper and salt and a few pieces of garlic.
Lightly grease the pan and place peppers cut side down.
Roast for about 20 minutes. Peppers will begin to brown.
Remove from oven. Place on a plate, drizzle with vinegar and extra virgin olive oil.
Add dollops of cheese on top, drizzle with a bit more olive oil. Sprinkle with dry oregano and some more ground pepper.
Serve with whole grain rusks. Anna also recommends accompanying it with sardines.