Roasting peppers gives them a distinctively rich flavor that is well suited to savory capers and Romano cheese. There are several ways to roast peppers. The quickest is over the open flame of a gas burner. Another way is on a barbecue grill. Alternatively, you can do it under the broiler of your oven. Once they are roasted, put them in a plastic bag and tie it shut. The steam that is trapped inside will lift the skin, making peeling them a snap.