Lay whole peppers on a foil-lined baking sheet. Brush with olive oil. Broil about 2″ from heating element for 5-10 minutes. Check often! Turn peppers over to blacken both sides.
If you have a gas stove, peppers can also be roasted over a gas flame. Use tongs or a metal skewer to hold pepper directly over the flame.
A third way to roast peppers is on a charcoal or gas grill. Place peppers directly on grate, and turn when blackened. Watch carefully.
Place hot peppers into a brown paper bag. Let cool slightly. Shake bag.
Peel blackened skins from peppers. Discard seeds, if desired.