We like this mess-free method of roasting peppers under the broiler, but you can also blacken them over an open flame until completely charred on all sides.
Preheat broiler with rack 4 inches from heating element. Place peppers cut side down on a rimmed baking sheet. Roast under broiler, rotating baking sheet once, until completely blackened, 12 to 15 minutes. Transfer to a bowl and cover with plastic wrap to steam, about 15 minutes. Peel off skins and discard. Use peppers as desired.
Peppers will keep, tossed in olive oil, in an airtight container in the refrigerator up to 1 week.