Wash peppers under cold water. Place peppers on stove top burners over medium heat, turning regularly with tongs to avoid complete burning, until they become soft and start releasing juices. Tip: Put aluminum foil on the stove, leaving the burners uncovered, to make the cleaning easier afterwards.
Once the peppers are uniformly roasted/blackened, put them in a large bowl and allow to cool down.
Remove the burnt pepper skin under cold running water, and place peppers on a serving plate. Pat dry with paper towel repeatedly to remove excess water and/or roasted pepper juice. In the case of large bell peppers, we usually scoop out the seeds and cut the peppers in smaller pieces. For a prettier presentation when dealing with mini peppers, I suggest you leave the peppers whole, and instruct your guests to take the seeded core out themselves, while eating.
In a small mixing bowl make a simple vinaigrette with extra virgin olive oil, vinegar, salt and freshly ground black pepper. Use less vinegar for a less assertive vinegar flavor. Add capers and mix until combined. Pour the vinaigrette over the peppers. Serve slightly chilled. To turn this vegetarian, add torn burrata on the side or freshly grated Parmesan on top of peppers.