If yellow and orange bell peppers are available, mix them to make a more colorful relish. Use this to top Cornmeal-Crusted Soft-Shell Crabs.
Cut peppers into thin strips. Heat oil in a large skillet over medium-low heat. Add shallots, and cook until they begin to brown, about 15 to 20 minutes. Add red peppers, wine, salt, and pepper. Cover, and cook until wine is almost absorbed, about 20 minutes, stirring occasionally. Uncover, and reduce heat to low. Cook, stirring occasionally, until peppers are tender, about 15 minutes.
Meanwhile, remove lemon zest in long thin strips, and set aside. Use a small, sharp knife to cut away pith. Remove lemon sections by sliding the knife down one side of a section, cutting it away from the white membrane. Twist blade under section to lift it out. Remove all sections, cut them in half, and add to peppers along with zest. Toss to combine, and serve.