Preheat the oven to 425°F. Place the pepper halves, cut-side down, on an aluminum foil-lined baking sheet. Drizzle with a few teaspoons of oil and rub all over the exteriors. Roast the peppers in the center of the oven until tender and the skins and cut edges have blackened somewhat, 35 to 45 minutes, rotating the pan halfway through cooking. Remove from the oven and let the peppers sit until cool enough to handle.
Peel off the skins with your fingers and discard, but leave most of the flavorful blackened bits attached to the cut edges. Reserve any juices released by the peppers. Store the peppers with any juices in a covered container in the refrigerator for up to 1 week.