Preheat the oven to 400 degrees F. Place the peppers in a shallow-sided, parchment paper-lined baking sheet. Roast, turning once or twice, until the peppers begin to slightly char and blister, about 25 to 30 minutes. Set on a plate, tent with foil and cool for 30 minutes. Peel the peppers; the skins should just slip off. Cut each pepper in half and remove and discard the seeds.
Slice the peppers into strips, place in a bowl and mix in the remaining ingredients. Cover and allow them to marinate in the refrigerator overnight.
To serve, place the peppers in a serving dish and warm at room temperature 30 minutes. Allow guests to create appetizers by piling the peppers onto thin slices of baguette, with, if desired, thin slices of Brie or another creamy cheese.
Options: Instead of using a mix of coloured bell peppers, make this recipe with one colour of pepper, such as red. For a more complex taste, mix 1 Tbsp. of capers and 6 finely chopped sun-dried tomatoes into the marinade for the peppers.