Put the pepper directly on the oven rack in the middle of your oven and stick a sheet pan on the rack below to catch any juices that come out of the pepper.
Turn the oven on to 475 degrees F (250 C) and roast the peppers until the pepper is charred across 75% of it's surface, about 20-30 minutes.
Place the pepper in a bowl and cover with a lid. The steam helps separate the skin from the pepper making it very easy to peel.
Once the pepper is cool enough to handle, peel off the skin. You should then be able to tear segments off of the stem, removing the light colored membranes any seeds as you go.
Use the roasted peppers immediately, or put them in a container and cover them with olive oil to store them in the refrigerator for up to 2 weeks.