Everyone has their own method and now i’m going to share mine 
Ingredients:
capsicum – red or yellow … i don’t know of anyone doing this with green … if you have, please leave a comment on how it went and flavour
olive oil
Method:
- preheat oven to 220 Celsius
- line a shallow tray with foil
- lay the capsicum, skin side up
- coat the capsicum skin well with olive oil
- place the tray with the capsicum as high in the oven as it can be (i had to move shelving)
- after 20-30min the skin should be blackened – patchy blackness is fine.
- take out of the oven and cover the whole tray with foil, making sure its fully sealed, so that the capsicum is steamed – this will realease the skin easily for peeling.
- peel
- use as desired
And i did 
Note: same effect can be created under a griller (will only take approx 5minutes versus 20-30min in the oven – thank you for that tip Anthea ) but as my griller is kaput … i used the oven … use what suits you best.
If you’d like to keep them for a while (not sure how long they will keep though), put them in a jar and immerse them olive oil (thank you, Anthea, for that one too !) … for some extra flavor, add some slivered garlic or your favorite herbs.
