Preheat the oven to 200 degrees (convection 180 degrees).
Peel and core the pumpkin and cut into large cubes. Wash the peppers and cut into large cubes. Mix all ingredients (except the parmesan) thoroughly in a bowl. Place in a large gratin dish and sprinkle evenly with the parmesan.
Bake for about 1 hour on the middle rack, until the surface is golden brown.