Grilling peppers gives them a faintly smoky flavour and a silky texture. They are available ready grilled in jars in supermarkets but in my opinion they do not compare and it is always worth grilling them at home.
Preheat the grill to high. Line the grill pan with foil, place the peppers on it and grill, about 10 cm from the heat and turning as necessary, until black and blistered all over. Leave to cool before stripping off the skin, trimming off the ribs and scraping off the seeds.