To burn the peppers on a gas or electric burner:
Turn the burner on high and put the peppers directly on the flame. Use a pair of tongs or chopsticks to rotate and flip the peppers to burn them all over until the skin is black.
Put the pepper in a heat-proof bowl and cover with a plastic wrap (or in cold water for 1 minute). The skin will loosen as the pepper steams. Peel the skin and discard. It helps to dip the fingers in water while you’re peeling.
Cut the stems off and open them. Remove the seeds and white parts, the Capsaicin Glands (I googled I’m not that smart). Cut the peppers lengthwise to strips. Serve in a deep plate or store in a container with a generous drizzle of olive oil, coarse salt and any herb of your choice.
You can also roast the peppers in the oven at 400°F/200°C. When the peppers are tender (you can check by piercing the flesh of the pepper with a sharp knife, if it goes through easily, the peppers are ready). Let them cool on the baking tray then peel them.
You can also roast them over an outdoor grill. Place them on the hottest part of the grill, flip frequently until the skin is charred.